Sovereign credit default swaps and the currency forward bias
Giovanni Calice, Ming-Tsung Lin
| Year of publication: |
2023
|
|---|---|
| Authors: | Calice, Giovanni ; Lin, Ming-Tsung |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 86.2023, p. 1-25
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| Subject: | Forward bias | Forward premium puzzle | Sovereign credit default swap | Sovereign credit risk | Uncovered interest rate parity | Kreditderivat | Credit derivative | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Öffentliche Anleihe | Public bond | Welt | World | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101803 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433385