How puzzling is the forward premium puzzle? : A meta-analysis
Diana Zigraiova, Tomas Havranek, Zuzana Irsova, Jiri Novak
| Year of publication: |
2021
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|---|---|
| Authors: | Zigraiova, Diana ; Havránek, Tomáš ; Havránková, Zuzana ; Novák, Jiri |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 134.2021, p. 1-30
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| Subject: | Forward rate bias | Uncovered interest parity | Meta-analysis | Publication bias | Model uncertainty | Meta-Analyse | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Systematischer Fehler | Bias | Theorie | Theory | Zinsstruktur | Yield curve | Bibliometrie | Bibliometrics | Schätzung | Estimation | Equity-Premium-Puzzle | Equity premium puzzle | US-Dollar | US dollar | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2021.103714 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012695174