Liquidity shocks : a new solution to the forward premium puzzle
Year of publication: |
2020
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Authors: | Kumar, Vikram |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 91.2020, p. 445-454
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Subject: | Forward discount bias | Forward premium puzzle | Liquidity premium | Liquidity risk-augmented UIP | Liquidity shock | UIP failure | Theorie | Theory | Liquidität | Liquidity | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Schock | Shock | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk |
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