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Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.; Mano, Rui C. - 2014
Persistent link: https://www.econbiz.de/10010395177
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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More evidence on the dollar risk premium in the foreign exchange market
Bams, Dennis - 2003
Persistent link: https://www.econbiz.de/10013424262
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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Is there evidence of pessimism and doubt in subjective distibutions? A comment on Abel
Giordani, Paolo; Söderlind, Paul - 2003
Persistent link: https://www.econbiz.de/10001828713
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Second order approximation of dynamic models with time-varying risk
Benigno, Gianluca; Benigno, Pierpaolo; Nisticò, Salvatore - 2011
Persistent link: https://www.econbiz.de/10008859119
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Political uncertainty and risk premia
Pástor, Ľuboš; Veronesi, Pietro - 2011
Persistent link: https://www.econbiz.de/10009381709
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Properties of foreign exchange risk premiums
Sarno, Lucio; Schneider, Paul; Wagner, Christian - 2011
Persistent link: https://www.econbiz.de/10009310055
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The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O. - 1991
Persistent link: https://www.econbiz.de/10013421811
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Forward foreign exchange rates and expected future spot rates
Wolff, Christiaan Cornelis Petrus - 1987
Persistent link: https://www.econbiz.de/10000722661