volatility, its realized skewness, and its value-at-risk. We apply monthly FX excess returns and risk measures calculated from …We investigate the intertemporal risk-return trade-off of foreign exchange (FX) rates for ten currencies quoted against … the USD. For each currency, we use three risk measures simultaneously that pertain to that currency; its realized …

We analyze the cross-sectional relation between expected idiosyncratic volatility and stock returns. The expected … idiosyncratic volatility is conditioned on macro-finance factors as well as traditional asset pricing factors. The macro … between expected idiosyncratic volatility and stock returns reverses to a positive one when accounting for the macro …

volatility, its realized skewness, and its value-at-risk. We apply monthly FX excess returns and monthly FX risk measures …We investigate the intertemporal risk-return trade-off of foreign exchange (FX) rates for ten currencies quoted against … the USD. For each currency, we use three risk measures simultaneously that pertain to that currency; its realized …