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~accessRights:"free"
~isPartOf:"Fisher College of Business working paper series"
~subject:"Prognose"
~subject:"time series"
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Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
2
Growth forecasts and news about monetary policy
Karnaukh, Nina
-
2020
expansionary policy news shock (negative change in bond yields). Failing to account for this
predictability
biases the estimates of …
Persistent link: https://www.econbiz.de/10012388387
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