The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
Year of publication: |
2016
|
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Authors: | Shehadeh, Ali |
Other Persons: | Li, Youwei (contributor) ; Moore, Michael (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Währungsderivat | Currency derivative | Liquidität | Liquidity | Devisenmarkt | Foreign exchange market | Systematischer Fehler | Bias |
Extent: | 1 Online-Ressource (60 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2789141 [DOI] |
Classification: | F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G11 - Portfolio Choice ; G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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