Liquidity shocks : a new solution to the forward premium puzzle
Vikram Kumar
| Year of publication: |
2020
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|---|---|
| Authors: | Kumar, Vikram |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 91.2020, p. 445-454
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| Subject: | Forward discount bias | Forward premium puzzle | Liquidity premium | Liquidity risk-augmented UIP | Liquidity shock | UIP failure | Liquidität | Liquidity | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schock | Shock | Theorie | Theory | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Equity-Premium-Puzzle | Equity premium puzzle | Währungsrisiko | Exchange rate risk | Liquiditätseffekt | Liquidity effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012429113