Detail The Risk Premium and The Liquidity Premium in Foreign Exchange Markets   Oleh:  Engel, Charles Jenis: Article from Bulletin/Magazine Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 33 no. 4 (1992), page 871-880. Topik: liquidity; risk premium; liquidity; foreign exchange markets Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: II49.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel The forward exchange rate may include a liquidity premium as well as a risk premium. The nature of these premiums is investigated in a general equilibrium model. The more obvious point the paper makes is that the forward rate will be affected by the liquidity of financial assets. The subtler point the paper makes is that the liquidity premium of the forward rate is also influenced by the liquidity of goods. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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