Forward and spot exchange rates in a multi-currency world

DOI10.1093/QJE/QJY026MaRDI QIDQ5016485zbMATH OpenOpenAlexFDO

Authors Tarek A. Hassan, Rui C. Mano

Publication date 13 December 2021

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/qje/qjy026

zbMATH Keywords

carry tradeforward premium puzzleuncovered interest paritydollar trade

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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