Article, 2024

Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, ISSN 1057-5219, Volume 91, 10.1016/j.irfa.2023.102919

Contributors

Palwishah, Rana 0000-0001-8865-7530 [1] Kashif, Muhammad 0000-0002-4739-9894 [2] Rehman, Mobeen Ur (Corresponding author) [2] Al-Faryan, Mamdouh Abdulaziz Saleh 0000-0003-1665-807X [3] [4]

Affiliations

  1. [1] Univ Southern Denmark, Fac Business & Social Sci, Dept Sociol Environm & Business Econ, Odense, Denmark
  2. [NORA names: SDU University of Southern Denmark; University; Denmark; Europe, EU; Nordic; OECD];
  3. [2] SZABIST Univ, Islamabad, Pakistan
  4. [NORA names: Pakistan; Asia, South];
  5. [3] Consultant Econ & Finance, Riyadh, Saudi Arabia
  6. [NORA names: Saudi Arabia; Asia, Middle East];
  7. [4] Univ Portsmouth, Fac Business & Law, Sch Accounting Econ & Finance, Portsmouth, England
  8. [NORA names: United Kingdom; Europe, Non-EU; OECD]

Abstract

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Keywords

Downside risk, Forward premium puzzle, Liquidity risk, Uncovered interest rate parity

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