Trend shifts in the forward premium and the predictability of excess returns in currency markets
Dooyeon Cho and Sungju Chun
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Cho, Dooyeon ; Chun, Sungju |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 18, p. 1821-1832
|
| Subject: | Forward premium anomaly | shifts in trend | structural change | predictability | Currency excess returns | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Theorie | Theory | Prognose | Forecast | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Japan | Währungsspekulation | Currency speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1226493 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011815429