Rare Disasters and Exchange Rates
Year of publication: |
2015-01
|
---|---|
Authors: | Farhi, Emmanuel ; Gabaix, Xavier |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | disaster risk | forward premium puzzle | international macro-finance puzzles | risk-reversals | uncovered interest rate parity |
-
Currency futures' risk premia and risk factors
Bernoth, Kerstin, (2020)
-
Downside Market Risk of Carry Trades
Dobrynskaya, Victoria, (2014)
-
Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya, (2022)
- More ...
-
Crash Risk in Currency Markets
Farhi, Emmanuel, (2009)
-
Executive Compensation: A Modern Primer
Edmans, Alex, (2015)
-
Tractability in Incentive Contracting
Edmans, Alex, (2009)
- More ...