Foreign exchange return predictability : rational expectations risk premium vs. expectational errors
Year of publication: |
2018
|
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Authors: | Moon, Seongman |
Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 22.2018, 4, p. 467-505
|
Subject: | Violations of Uncovered Interest Parity | Expectational Errors | Rational Expectations Risk Premium | Foreign Exchange Excess Returns | Serial Dependence | Rationale Erwartung | Rational expectations | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Devisenmarkt | Foreign exchange market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.11644/KIEP.EAER.2018.22.4.351 [DOI] hdl:11159/2974 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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