THE BIAS FOR FORWARD EXCHANGE RATE AND THE RISK PREMIUM: AN EXPLANATION WITH A STOCHASTIC AND DYNAMIC GENERAL EQUILIBRIUM MODEL
Year of publication: |
2002-08
|
---|---|
Authors: | Lafuente, Juan A. ; Ruiz, Jesús |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Teoría de las expectativas | Prima de riesgo | Tipo de cambio forward | Simulación. Expectations theory | Risk premium | Forward exchange rates | Simulations |
-
Risk, policy rules, and noise : rethinking deviations from uncovered interest parity
Mark, Nelson C., (1996)
-
Determinants of Currency Risk Premiums
Carlson, John A., (2006)
-
The Forward Premium Puzzle Revisited
Meredith, Guy, (2021)
- More ...
-
THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS
Lafuente, Juan A., (2003)
-
Lafuente, Juan A., (2006)
-
Lafuente, Juan A., (2007)
- More ...