The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Ali A. Shehadeh, Youwei Li, Samuel A. Vigne, Mohammad I. Almaharmeh, Yizhi Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Shehadeh, Ali ; Li, Youwei ; Vigne, Samuel A. ; Almaharmeh, Mohammad I. ; Wang, Yizhi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-12
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| Subject: | Advanced and emerging market currencies | Covered and uncovered interest rate parities | Currency carry trade returns | Foreign exchange | Forward premium bias | Global financial crises | Zinsparität | Interest rate parity | Industrieländer | Industrialized countries | Schwellenländer | Emerging economies | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Finanzkrise | Financial crisis | Welt | World | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101871 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252466