On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
Year of publication: |
2011
|
---|---|
Authors: | Chang, Sanders S. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 21.2011, 4, p. 611-616
|
Subject: | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Welt | World | Theorie | Theory |
-
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A., (2019)
-
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H., (2014)
-
Breaking par : short-term determinants of yen-dollar swap deviations
Angrick, Stefan, (2018)
- More ...
-
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard T., (2011)
-
Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
Chang, Sanders S., (2013)
-
A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S., (2014)
- More ...