Menzie Chinn
Dados Biográficos
| ID | 10312894 |
|---|---|
| NOME | Menzie Chinn |
| PRENOMES | Menzie |
| SOBRENOME | Chinn |
| ASSINATURA | CHINN M |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 1 |
| TOTAL DE CITAÇÕES | 0 |
| TOTAL COMO AUTOR | 1 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2018 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2018 |
| ÍNDICE H | 0 |
The New Fama Puzzle
We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are zero, this finding is equivalent to the rejection of the joint hypothesis of uncovered interest parity (UIP) and full information rational expectations. We term this result the Fama puzzle (1984), given the difficulty in identifying a time-varying risk…
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The New Fama Puzzle
We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are zero, this finding is equivalent to the rejection of the joint hypothesis of uncovered interest parity (UIP) and full information rational expectations. We term this result the Fama puzzle (1984), given the difficulty in identifying a time-varying risk…
Econometrics (1 obras) · Economics (1 obras) · Exchange rate (1 obras) · Finance (1 obras) · Financial crisis (1 obras) · Financial economics (1 obras) · Interest rate (1 obras) · Interest rate parity (1 obras) · Keynesian economics (1 obras) · Liberian dollar (1 obras)