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)
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Persistent link: https://EconPapers.repec.org/RePEc:snb:snbwpa:2018-17
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