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Publications by Huijian Dong

Bitcoin: Exchange Rate Parity, Risk Premium, and Arbitrage Stickiness

British Journal of Economics, Management & Trade

English

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The Real Exchange Rate, Real Interest Rates, and the Risk Premium

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Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets

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State-Uncertainty Preferences and the Risk Premium in the Exchange Rate Market

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Exchange Rate Expectations and the Risk Premium: Tests for a Cross Section of 17 Currencies

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Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-Usd

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General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence

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Exchange Rate Indeterminacy in Portfolio Balance, Mundell-Fleming and Uncovered Interest Rate Parity Models

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