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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：6/0 | 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：4/0 | 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：8/0 | 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：5/0 | 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：3/0 | 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 |
