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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 |