Structural breaks in the forward premium : the 2008 financial crisis puzzle
Carsten Croonenbroeck, Daniel Ambach
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Croonenbroeck, Carsten ; Ambach, Daniel |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 7, p. 707-718
|
| Subject: | Forward premium | Puzzle | Structural break | Strukturbruch | Risikoprämie | Risk premium | Währungsderivat | Currency derivative | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | Equity-Premium-Puzzle | Equity premium puzzle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803539