The forward discount puzzle and market efficiency
Year of publication: |
2011
|
---|---|
Authors: | Pilbeam, Keith ; Olmo, Jose |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 7.2011, 1, p. 119-135
|
Subject: | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | US-Dollar | US dollar | Schätzung | Estimation | USA | United States | 1978-2006 |
-
Foreign exchange market inefficiency and exchange rate anomalies
Li, Jing, (2015)
-
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A., (2014)
-
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A., (2014)
- More ...
-
The measurement and application of risk in economics and finance
Olmo, Jose, (2008)
-
Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose, (2009)
-
The profitability of carry trades
Olmo, Jose, (2009)
- More ...