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DP16392 Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia 智库出版物
2021
作者:  Ilias Filippou;  Mark Taylor
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Environmental  Social  Governance  Refinitiv  Esg  Foreign exchange market  risk premium  
DP15872 A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar 智库出版物
2021
作者:  Charles Engel;  Ekaterina Kazakova;  Mengqi Wang;  Nan Xiang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Interest parity  Fama regression  Foreign exchange risk premium  
DP13835 Forward-Looking Policy Rules and Currency Premia 智库出版物
2019
作者:  Mark Taylor;  Ilias Filippou
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Foreign exchange  Currency risk premium  Taylor rules  Data snooping bias  
Collateral damage: The impact of the Russia sanctions on sanctioning countries' exports 智库出版物
2016
作者:  Matthieu Crozet;  Julian Hinz
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Real exchange rates  currency valuation  Risk premia  risk premium  Productivity  export quality  Foreign assets  Output gap  exchange rate  
Collateral damage: The impact of the Russia sanctions on sanctioning countries' exports 智库出版物
2016
作者:  Matthieu Crozet;  Julian Hinz
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/26
Real exchange rates  currency valuation  Risk premia  risk premium  Productivity  export quality  Foreign assets  Output gap  exchange rate  
DP11129 Currency Premia and Global Imbalances 智库出版物
2016
作者:  [unavailable]
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Currency risk premium  Global imbalances  Foreign exchange excess returns  Carry trade  
DP10060 Forward and Spot Exchange Rates in a Multi-currency World 智库出版物
2014
作者:  Tarek Hassan;  Rui Mano
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk premia in foreign exchange markets  Forward premium puzzle  Carry trade  
Endogenous Uncertainty: A Unified View of Market Volatility 智库出版物
1997
作者:  Mordecai Kurz
Adobe PDF(2433Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Rational Expectation Equilibrium (REE),rational beliefs,Rational Belief Equilibrium (RBE),Endogenous uncertainty,State of belief,Market volatility,Equity risk premium,Riskless rate,GARCH,Forward discount bias,Foreign exchange rates,OLG economy,Correlation