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Dynamic trading strategies and portfolio choice

Bansal, Ravi (contributor); Dahlquist, Magnus (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003771636

Dynamic trading strategies and portfolio choice

Bansal, Ravi; Dahlquist, Magnus; Harvey, Campbell R. - 2004

Persistent link: https://www.econbiz.de/10002360609

Estimating the term structure of interest rates for monetary policy analysis

Dahlquist, Magnus - In: The Scandinavian journal of economics 98 (1996) 2, pp. 163-183

Persistent link: https://www.econbiz.de/10001202145

The missing risk premium in exchange rates

Dahlquist, Magnus; Penasse, Julien - 2017

Persistent link: https://www.econbiz.de/10011817659

The missing risk premium in exchange rates

Dahlquist, Magnus; Pénasse, Julien - In: Journal of financial economics 143 (2022) 2, pp. 697-715

Persistent link: https://www.econbiz.de/10013401721

Individual Forecasts of Exchange Rates

Dahlquist, Magnus; Söderlind, Paul - 2022

We study the expectations of individual forecasters in the foreign exchange market. We find that the survey risk premium is less countercyclical than the rational risk premium, primarily because it is not related to the forward premium. We also find that forecasters learn from their own forecast...

Persistent link: https://www.econbiz.de/10013306182