The “Forward Premium Puzzle” and the Sovereign Default Risk
Year of publication: |
2011-07
|
---|---|
Authors: | Coudert, Virginie ; Mignon, Valérie |
Institutions: | Centre d'études prospectives et d'informations internationales (CEPII) |
Subject: | Carry trades | Forward premium | UIP puzzle | Default risk | Smooth transition regression models |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G15 - International Financial Markets ; G01 - Financial Crises ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
-
The “forward premium puzzle” and the sovereign default risk
Coudert, Virginie, (2013)
-
Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
Coudert, Virginie, (2014)
-
Brazil’s Sovereign Credit Risk : Changes from 2016 to 2021
Hu, Kelly, (2021)
- More ...
-
Pegging emerging currencies in the face of dollar swings
Coudert, Virginie, (2012)
-
On currency misalignments within the euro area
Coudert, Virginie, (2012)
-
Exchange Rate Flexibility Across Financial Crises
Coudert, Virginie, (2010)
- More ...