Funding liquidity constraints and the forward premium anomaly in a DSGE model
Shiou-Yen Chu
| Year of publication: |
September 2015
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| Authors: | Chu, Shiou-Yen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 39.2015, p. 76-89
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| Subject: | Carry trade | Collateralized loan | Nominal rigidities | Liquiditätsbeschränkung | Liquidity constraint | Dynamisches Gleichgewicht | Dynamic equilibrium | Währungsspekulation | Currency speculation | Kreditsicherung | Collateral | Theorie | Theory | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Schock | Shock | Risikoprämie | Risk premium | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572407