Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Ariel Mantzura, Ben Z. Schreiber
| Year of publication: |
2019
|
|---|---|
| Authors: | Mantzura, Ariel ; Shraiber, Bentsi |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 59.2019, p. 438-457
|
| Subject: | Covered interest rate parity | Currency carry trade | Forward premium puzzle | Risk premium | Risikoprämie | Zinsparität | Interest rate parity | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Israel | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Währungsspekulation | Currency speculation | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Equity-Premium-Puzzle | Equity premium puzzle | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203257