Inflation expectations and risk premiums : implications for Korean exchange rates
Year of publication: |
2019
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Authors: | Lee, Seojin ; Kim, Young Min |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 9, p. 2072-2085
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Subject: | exchange rates | expected inflation | inflation risk premium | uncovered interest rate parity | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Südkorea | South Korea | Schätzung | Estimation | Zins | Interest rate |
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