Uncovered Return Parity: Equity Returns and Currency Returns
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More about this item
Keywords
Asset pricing; Exchange rates; International financial markets;All these keywords.
JEL classification:
- E - Macroeconomics and Monetary Economics
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F - International Economics
- F3 - International Economics - - International Finance
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G - Financial Economics
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2018-06-18 (Macroeconomics)
- NEP-OPM-2018-06-18 (Open Economy Macroeconomics)
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