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Uncovered equity "disparity" in emerging markets

Fuertes, Ana María; Phylaktis, Kate; Yan, Cheng - In: Journal of international money and finance 98 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012140083

Uncovered equity returns parity in non-euro Central European EU member countries

Orłowski, Lucjan T.; Soper, Carolyne; Sywak, Monika - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 307-315

Persistent link: https://www.econbiz.de/10014253190

Cyclical and persistent carry trade returns and forward premia

Zoubi, Haitham al- - In: The quarterly journal of finance 7 (2017) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10011774154

Currency excess returns and global downside market risk

Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285

Persistent link: https://www.econbiz.de/10010464017

Consumption risk and FX trading returns

Klein, Alina F.; Klein, Rudolf F. - In: International journal of economic perspectives : IJEP 6 (2012) 4, pp. 73-92

Persistent link: https://www.econbiz.de/10011587224

Uncovered return parity : equity returns and currency returns

Djeutem, Edouard; Dunbar, Geoffrey R. - 2018

We propose an uncovered expected returns parity (URP) condition for the bilateral spot exchange rate. URP implies that unilateral exchange rate equations are misspecified and that equity returns also affect exchange rates. Fama regressions provide evidence that URP is statistically preferred to...

Persistent link: https://www.econbiz.de/10011844179