Uncovered interest rate parity, carry trade, and country equity return differentials
Termkiat Kanchanapoom, Chaiyuth Padungsaksawasdi, Pornchai Chunhachinda, Maria E. de Boyrie
| Year of publication: |
Sep 2018
|
|---|---|
| Authors: | Kanchanapoom, Termkiat ; Padungsaksawasdi, Chaiyuth ; Chunhachinda, Pornchai ; De Boyrie, Maria E. |
| Published in: |
Global economy journal : GEJ. - [Erscheinungsort nicht ermittelbar] : World Scientific, ISSN 1553-5304, ZDB-ID 2167267-2. - Vol. 18.2018, 3, p. 1-11
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| Subject: | carry trade | portfolio approach | uncovered interest rate parity | uncovered equity parity | linear mixed effects model | Zinsparität | Interest rate parity | Schätzung | Estimation | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/gej-2018-0041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897273