The Thursday effect of the forward premium puzzle
Year of publication: |
2012
|
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Authors: | Ding, Liang |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 21.2012, 1, p. 302-318
|
Subject: | Forward premium puzzle | Day-of-the-week effect | Central Bank | Monetary announcements | Währungsderivat | Currency derivative | Ankündigungseffekt | Announcement effect | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | Börsenkurs | Share price | Zentralbank | Central bank | Kalendereffekt | Calendar effect | Theorie | Theory | Wechselkurs | Exchange rate | Equity-Premium-Puzzle | Equity premium puzzle | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk |
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