Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Kevin J. Lansing, Jun Ma
| Year of publication: |
February 2017
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| Authors: | Lansing, Kevin J. ; Ma, Jun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 70.2017, p. 62-87
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| Subject: | Exchange rates | Uncovered interest rate parity | Forward premium anomaly | Random-walk expectations | Excess volatility | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Deutschland | Germany | Rationale Erwartung | Rational expectations | Risikoprämie | Risk premium | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752316