The forward premium puzzle in the interwar period and deviations from covered interest parity
Year of publication: |
2010
|
---|---|
Authors: | Payá, Ivan ; Peel, David ; Spiru, Alina |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 108.2010, 1, p. 55-57
|
Subject: | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Großbritannien | United Kingdom | USA | United States | 1914-1941 |
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