Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Fazlul Miah, Omar Altiti
| Year of publication: |
2020
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|---|---|
| Authors: | Miah, Fazlul ; Al-Titi, Omar |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-22
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| Subject: | Consensus survey data | Forward discount bias | Forward market | Panel method | Rational expectations | Risk premium | Risikoprämie | Währungsderivat | Currency derivative | Rationale Erwartung | Erwartungsbildung | Expectation formation | Wechselkurs | Exchange rate | Theorie | Theory | Systematischer Fehler | Bias |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012658795