Forward and Spot Exchange Rates in a Multi-Currency World*

DOI10.1093/QJE/QJY026zbMath1479.91222OpenAlexW3121375825MaRDI QIDQ5016485

Rui C. Mano, Tarek A. Hassan

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

forward premium puzzlecarry tradeuncovered 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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