The forward premium anomaly and the currency carry trade hypothesis
Nikolaos Elias, Dimitris Smyrnakis, Elias Tzavalis
| Year of publication: |
2024
|
|---|---|
| Authors: | Elias, Nikolaos ; Smyrnakis, Dimitris ; Tzavalis, Elias |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 95.2024, p. 203-218
|
| Subject: | Carry trade | Forward premium anomaly | Interest rates differentials | Nonlinear models | Rational expectations | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Rationale Erwartung | Theorie | Theory | Zinsstruktur | Yield curve | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Zins | Interest rate | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.03.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631499