FX liquidity risk and forward premium puzzle
Year of publication: |
2020
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Authors: | Abankwa, Samuel |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 58.2020, 1/2, p. 101-132
|
Subject: | Forward Premium Puzzle | FX | Liquidity Risk | Carry Trade Strategy | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Währungsderivat | Currency derivative | Equity-Premium-Puzzle | Equity premium puzzle | Liquidität | Liquidity | Welt | World | Währungsspekulation | Currency speculation | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsparität | Interest rate parity | Kapitaleinkommen | Capital income |
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