Can Deviations from a Relative Purchasing Power Parity-Based Equilibrium Exchange Rate and Liquidity Risk Explain the Forward Premium Anomaly?

Axel Grossmann; Marc W. Simpson

Can Deviations from a Relative Purchasing Power Parity-Based Equilibrium Exchange Rate and Liquidity Risk Explain the Forward Premium Anomaly?

Axel Grossmann, Marc W. Simpson

Finance

Northern Illinois University

Research output: Contribution to conference › Presentation

Abstract

This presentation was given during the Financial Management Association Annual Meeting.

Original language	American English
State	Published - Oct 2007
Event	Financial Management Association Annual Meeting (FMA) - Reno, NV Duration: Oct 1 2009 → …

Conference

Conference	Financial Management Association Annual Meeting (FMA)
Period	10/1/09 → …

Disciplines

Finance and Financial Management

Keywords

Exchange Rate
Forward Premium Anomaly
Liquidity Risk

Cite this

@conference{a933b12229364c9ba03f5de8d58cc63b,

title = "Can Deviations from a Relative Purchasing Power Parity-Based Equilibrium Exchange Rate and Liquidity Risk Explain the Forward Premium Anomaly?",

abstract = " This presentation was given during the Financial Management Association Annual Meeting.",

keywords = "Exchange Rate, Forward Premium Anomaly, Liquidity Risk",

author = "Axel Grossmann and Simpson, \{Marc W.\}",

year = "2007",

month = oct,

language = "American English",

note = "Financial Management Association Annual Meeting (FMA) ; Conference date: 01-10-2009",