Rethinking deviations from uncovered interest parity : the role of covariance risk and noise
Nelson C. Mark and Yangru Wu
| Year of publication: |
1998
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|---|---|
| Authors: | Mark, Nelson C. |
| Other Persons: | Wu, Yangru (contributor) |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 108.1998, 451, p. 1686-1706
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| Subject: | Währungsderivat | Currency derivative | CAPM | Noise Trading | Noise trading | Theorie | Theory | Deutschland | Germany | Großbritannien | United Kingdom | Japan | USA | United States | 1976-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001254286