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Carry trade and forward premium puzzle from the perspective of a safe-haven currency

Thomas Nitschka and David R. Haab

No 2018-17, Working Papers from Swiss National Bank

Keywords: Currency return; exchange rate; forward premium; interest rate differential; UIP (search for similar items in EconPapers)
JEL-codes: F31 G12 G15 (search for similar items in EconPapers)
Date: 2018
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