Tests for a systematic risk component in deviations from uncovered interest rate parity
Thomas H. McCurdy and Ieuan G. Morgan
| Year of publication: |
1991
|
|---|---|
| Authors: | McCurdy, Thomas H. |
| Other Persons: | Morgan, Ieuan G. (contributor) |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 58.1991, 4, p. 587-602
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| Subject: | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitalmobilität | Capital mobility | Theorie | Theory |
| 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/10001114301