Simultaneous inference on the Korean Won-US Dollar forward premium anomaly
Year of publication: |
2023
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Authors: | Kim, Jinyong |
Published in: |
International economic journal. - Seoul : [Verlag nicht ermittelbar], ISSN 1743-517X, ZDB-ID 2059583-9. - Vol. 37.2023, 1, p. 82-92
|
Subject: | Forward premium anomaly | uncovered interest parity | Won-Dollar exchange rate | simultaneous inference | uniform confidence band | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Südkorea | South Korea | US-Dollar | US dollar | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Theorie | Theory |
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