Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries

Axel Grossmann; Marc W. Simpson

Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries

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 2009
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

Keywords

Asymmetries
British pound
Case
Developed
Developing countries
Deviations
Euro exchange rates
Forward discount bias
Liquidity risk
PPP

Cite this

@conference{76481317c5a84c92b6cc2d721dd8fbfe,

title = "Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries",

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

keywords = "Asymmetries, British pound, Case, Developed, Developing countries, Deviations, Euro exchange rates, Forward discount bias, Liquidity risk, PPP",

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

year = "2009",

month = oct,

language = "American English",

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

}

TY - CONF

T1 - Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries

AU - Grossmann, Axel

AU - Simpson, Marc W.

PY - 2009/10

Y1 - 2009/10

N2 - This presentation was given during the Financial Management Association Annual Meeting.

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

KW - Asymmetries

KW - British pound

KW - Case

KW - Developed

KW - Developing countries

KW - Deviations

KW - Euro exchange rates

KW - Forward discount bias

KW - Liquidity risk

KW - PPP

M3 - Presentation

T2 - Financial Management Association Annual Meeting (FMA)

Y2 - 1 October 2009

ER -

Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries

Abstract

Conference

Disciplines

Keywords

Fingerprint

Cite this