Beyond carry: the prospective interest rate differential and currency excess returns
Mengmeng Dong, Shingo Goto, Kewei Hou, Yan Xu, Yuzhao Zhang
| Year of publication: |
January 2024
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| Authors: | Dong, Mengmeng ; Goto, Shingo ; Hou, Kewei ; Yan, Xu ; Zhang, Yuzhao |
| Publisher: |
[Columbus, Ohio] : The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics |
| Subject: | Prospective interest rate differential | Carry | Currency return predictability | Factor models | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Zinsparität | Interest rate parity | Schätzung | Estimation | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Prognose | Forecast | Portfolio-Management | Portfolio selection |
| Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
|---|---|
| Series: | Fisher College of Business working paper series. - Columbus, Ohio : [Verlag nicht ermittelbar], ZDB-ID 2189279-9. - Vol. 2024, 03 Fisher College of Business working paper series ; WP 2024-03, 003 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.4721897 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475701