Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Motivated by the asymmetric nature of liquidity and currency return, we set out a new
liquidity-adjusted extreme risk asset pricing model. Our model estimates asymmetric risk …
liquidity-adjusted extreme risk asset pricing model. Our model estimates asymmetric risk …
The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies
In this paper we investigate the forward premium bias (FPB) puzzle for a number of
developed and developing country currencies. Our main objective is to examine the …
developed and developing country currencies. Our main objective is to examine the …
Foreign exchange market efficiency during COVID-19 pandemic
I Azzam, AA El-Masry, E Yamani - International Review of Economics & …, 2023 - Elsevier
The main objective of this paper is to examine the efficiency of the foreign exchange (FX)
markets before and during the turbulent periods surrounding the COVID-19 pandemic. Our …
markets before and during the turbulent periods surrounding the COVID-19 pandemic. Our …
Portrait of equity risk premium in Indonesia capital market period 1990–2022
Z Arifin - International Journal of Research in Business and …, 2022 - ssbfnet.com
Abstract The Indonesia Stock Exchange has experienced high growth in its 32 years. The
Composite Stock Price Index rose 1.012% in that period, or an average of 31.63% per year …
Composite Stock Price Index rose 1.012% in that period, or an average of 31.63% per year …
[PDF][PDF] Ali A. Shehadeh
Y Li, SA Vigne, MI Almaharmeh, Y Wang - 2021 - hull-repository.worktribe.com
In this paper we investigate the forward premium bias (FPB) puzzle for a number of
developed and developing country currencies. Our main objective is to examine the …
developed and developing country currencies. Our main objective is to examine the …