Speculative trading and its effect on the forward premium puzzle : new evidence from Japanese yen market
Katarzyna Czech
| Year of publication: |
2020
|
|---|---|
| Authors: | Czech, Katarzyna |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 51.2020, 2, p. 167-187
|
| Subject: | forward premium anomaly | speculation | carry trade | Japanese yen | Markov switching regression | Japan | Spekulation | Speculation | Yen | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Währungsspekulation | Currency speculation | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Währungsrisiko | Exchange rate risk |
| 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/10012262268