Template-type: ReDIF-Paper 1.0
Author-Name: Dr. Thomas Nitschka
Author-Name-First: Thomas
Author-Name-Last: Nitschka
Author-Person: pni214
Author-Name: David Haab
Author-Name-First: David
Author-Name-Last: Haab
Title: Carry trade and forward premium puzzle from the perspective of a safe-haven currency
Length: 39 pages
Creation-Date: 2018
Contact-Email: forschung@snb.ch
File-URL: https://www.snb.ch/en/publications/research/working-papers/2018/working_paper_2018_17
File-Format: text/html
Number: 2018-17
Classification-JEL: F31, G12, G15
Keywords: Currency return, exchange rate, forward premium, interest rate differential, UIP
Handle: RePEc:snb:snbwpa:2018-17