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Un contraste ADF secuencial para la detección de cambios en el orden de integración

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Fernández-Serrano, José Luis; Peruga Urrea, Rodrigo - In: Revista de economía aplicada : publicación cuatrimestral 13 (2005) 37, pp. 107-137

Persistent link: https://www.econbiz.de/10009944707

The effects of marcoeconomic and policy uncertainty on exchange rate risk premium

Martin, Juan Angel Jimenez; Urrea, Rodrigo Peruga - In: International business and economics research journal 6 (2007) 3, pp. 29-48

Persistent link: https://www.econbiz.de/10009894632

Macroeconomic and policy uncertainty and Exchange rate risk Premium

Jimenez-Martin, Juan Angel Jimenez Martin; Urrea, … - Facultad de Ciencias Económicas y Empresariales, … - 2004

The goal of this paper is to identify the main determinants of the risk premium in some European currency markets just before the EMU. To that extent, we start from Lucas (1982) exchange rate model and derive an analytical expression for the forward premium. This expression includes money and...

Persistent link: https://www.econbiz.de/10005057516