New evidence on the forward premium puzzle
Year of publication: |
June 2016
|
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Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Whitelaw, Robert F. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 51.2016, 3, p. 875-897
|
Subject: | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Währungsrisiko | Exchange rate risk | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Großbritannien | United Kingdom | Theorie | Theory |
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