I discovered the peso problem: Irving Fisher and the UIP puzzle
Year of publication: |
2013
|
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Authors: | Lothian, James R. ; Pownall, Rachel A. J. ; Koedijk, Kees |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 38.2013, p. 5-17
|
Subject: | Exchange rates | Peso problems forward discount bias | International parities | Expectational errors | Irving Fisher | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Fisher-Effekt | Fisher effect | Währungsderivat | Currency derivative | Erwartungsbildung | Expectation formation |
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