Foreign exchange market inefficiency and exchange rate anomalies
Year of publication: |
January 2015
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Authors: | Li, Jing ; Miller, Norman C. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 311-320
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Subject: | Uncovered Interest Parity | Delayed overshooting | fx market inefficiency | Extreme support | Fama’s beta | Forward bias puzzle | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Wechselkurs | Exchange rate | Theorie | Theory | US-Dollar | US dollar | Risikoprämie | Risk premium | Overshooting | CAPM | Schätzung | Estimation | Welt | World |
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