Exchange Rates, Interest Rates, and the Risk Premium
收藏NBER2015-03-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w21042
下载链接
链接失效反馈官方服务:
资源简介:
The well-known uncovered interest parity puzzle arises from the empirical regularity that, among developed country pairs, the high interest rate country tends to have high expected returns on its short term assets. At the same time, another strand of the literature has documented that high real
广为人知的无抛补利率平价之谜(uncovered interest parity puzzle)源于如下经验规律:在发达经济体双边配对中,高利率国家的短期资产往往具备更高的预期回报率。与此同时,另一支文献分支已证实,高实际
提供机构:
美国国家经济研究局
创建时间:
2015-03-01



