The PPP view of multihorizon currency risk premiums
Year of publication: |
2021
|
---|---|
Authors: | Chernov, Mikhail ; Creal, Drew |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 6, p. 2728-2772
|
Subject: | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Kaufkraftparität | Purchasing power parity | Theorie | Theory |
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