Speculative trading and its effect on the forward premium puzzle : new evidence from Japanese yen market
Year of publication: |
2020
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Authors: | Czech, Katarzyna |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 51.2020, 2, p. 167-187
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Subject: | forward premium anomaly | speculation | carry trade | Japanese yen | Markov switching regression | Japan | Spekulation | Speculation | Yen | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Effizienzmarkthypothese | Efficient market hypothesis | Währungsrisiko | Exchange rate risk |
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