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

Review of International Economics - United Kingdom
doi 10.1111/j.1467-9396.1993.tb00011.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats

1982English

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

British Journal of Economics, Management & Trade
2015English

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

SSRN Electronic Journal
2011English

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

SSRN Electronic Journal
2009English

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

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2007English

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

Revista Mexicana de Economía y Finanzas
2016English

Heterogeneous Expectations and Exchange Rate Dynamics

SSRN Electronic Journal
2009English

Exchange Rate Market Sentiment Analysis of Major Global Currencies

Open Journal of Statistics
2014English

Forecasting Real Effective Exchange Rate Indices of Currencies Using a Stochastic Factor

St Petersburg University Journal of Economic Studies
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy