Article,
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Affiliations
- [1] Univ Southern Denmark, Fac Business & Social Sci, Dept Sociol Environm & Business Econ, Odense, Denmark [NORA names: SDU University of Southern Denmark; University; Denmark; Europe, EU; Nordic; OECD];
- [2] SZABIST Univ, Islamabad, Pakistan [NORA names: Pakistan; Asia, South];
- [3] Consultant Econ & Finance, Riyadh, Saudi Arabia [NORA names: Saudi Arabia; Asia, Middle East];
- [4] Univ Portsmouth, Fac Business & Law, Sch Accounting Econ & Finance, Portsmouth, England [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