The forward premium anomaly : can sticky-price models generate volatile foreign exchange risk premia?
Year of publication: |
2007-05
|
---|---|
Authors: | Moon, Seongman |
Institutions: | Departamento de Economía, Universidad Carlos III de Madrid |
Subject: | Foreign exchange risk premium | Forward premium anomaly | Random walk behaviors | Staggered price setting | Interest-sensitive money demand | Monetary shocks |
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