What the Fama?

Detalhes bibliográficos
Autor(a) principal: Matheus, Giuliana Klotz Santopaolo
Data de Publicação: 2021
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/34860
Resumo: This short study aims at presenting Fama’s 1984 article “Forward and Spot Exchange Rates” in a simple and straightforward way. The conclusions provide color on what is the risk premium component within forward exchange rates and interpretations over the lack of information that such forward rates bear on actual future exchange rates.
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spelling Matheus, Giuliana Klotz SantopaoloEscolas::EESP2024-02-08T15:49:37Z2024-02-08T15:49:37Z2021-0329https://hdl.handle.net/10438/34860This short study aims at presenting Fama’s 1984 article “Forward and Spot Exchange Rates” in a simple and straightforward way. 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dc.title.por.fl_str_mv What the Fama?
title What the Fama?
spellingShingle What the Fama?
Matheus, Giuliana Klotz Santopaolo
Exchange rates
Forward rates
Fama decomposition
Economia
Taxas de câmbio
Câmbio a termo
Modelo de precificação de ativos
title_short What the Fama?
title_full What the Fama?
title_fullStr What the Fama?
title_full_unstemmed What the Fama?
title_sort What the Fama?
author Matheus, Giuliana Klotz Santopaolo
author_facet Matheus, Giuliana Klotz Santopaolo
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.author.fl_str_mv Matheus, Giuliana Klotz Santopaolo
dc.subject.eng.fl_str_mv Exchange rates
Forward rates
Fama decomposition
topic Exchange rates
Forward rates
Fama decomposition
Economia
Taxas de câmbio
Câmbio a termo
Modelo de precificação de ativos
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Taxas de câmbio
Câmbio a termo
Modelo de precificação de ativos
description This short study aims at presenting Fama’s 1984 article “Forward and Spot Exchange Rates” in a simple and straightforward way. The conclusions provide color on what is the risk premium component within forward exchange rates and interpretations over the lack of information that such forward rates bear on actual future exchange rates.
publishDate 2021
dc.date.issued.fl_str_mv 2021-03
dc.date.accessioned.fl_str_mv 2024-02-08T15:49:37Z
dc.date.available.fl_str_mv 2024-02-08T15:49:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/34860
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identifier_str_mv 29
url https://hdl.handle.net/10438/34860
dc.language.iso.fl_str_mv eng
language eng
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publisher.none.fl_str_mv Centro de Estudos em Processos de Investimento (FGV Invest)
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collection Repositório Institucional do FGV (FGV Repositório Digital)
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