Nominal exchange rates and heterogeneous beliefs
Year of publication: |
2024
|
---|---|
Authors: | Croitoru, Benjamin ; Jiao, Feng ; Lu, Lei |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 166.2024, Art.-No. 104904, p. 1-25
|
Subject: | Carry trade | Heterogeneous beliefs | Nominal exchange rate | Uncovered interest rate parity | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Schätzung | Estimation | Deutschland | Germany | Devisenmarkt | Foreign exchange market | Währungsspekulation | Currency speculation | Kaufkraftparität | Purchasing power parity | Großbritannien | United Kingdom | Erwartungsbildung | Expectation formation | Wechselkurstheorie | Exchange rate theory |
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