Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Dooyeon Cho, Sungju Chun
| Year of publication: |
2019
|
|---|---|
| Authors: | Cho, Dooyeon ; Chun, Sungju |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 225-235
|
| Subject: | Forward premium | Hybrid testing procedure | Persistence | Structural change | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Theorie | Theory | Strukturwandel | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127851