Are risk premia related to real exchange rate swings? : evidence from I(2) CVARs with survey expectations
Josh R. Stillwagon
| Year of publication: |
March 2018
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|---|---|
| Authors: | Stillwagon, Josh R. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 2, p. 255-278
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| Subject: | Risk Premium | Survey Data | I(2) CVAR | Real Exchange Rate | Kaufkraftparität | Purchasing power parity | Risikoprämie | Risk premium | Schätzung | Estimation | Wechselkurs | Exchange rate | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S136510051600016X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914999