The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies-Reference-Cited by-同舟云学术

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The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies

Published:2021-11 Issue: Volume:78 Page:101871
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Shehadeh Ali A.,Li Youwei,Vigne Samuel A.,Almaharmeh Mohammad I.,Wang Yizhi

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. FX liquidity risk and forward premium puzzle;Abankwa;Quarterly Journal of Finance and Accounting,2020

2. Measuring liquidity risk effects on carry trades across currencies and regimes;Abankwa;Journal of Multinational Financial Management,2021

3. Capital flows to emerging market economies: A brave new world?;Ahmed;Journal of International Money and Finance,2014

4. The transmission of federal reserve tapering news to emerging financial markets;Aizenman;International Journal of Central Banking,2016

5. Infrequent portfolio decisions: A solution to the forward discount puzzle;Bacchetta;The American Economic Review,2010

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