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| DP13597 Exchange Rate Undershooting: Evidence and Theory 智库出版物
2019
作者: Gernot Müller; Martin Wolf; Thomas Hettig
  收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
exchange rate Forward exchange rates Excess return Uip puzzle monetary policy Information effect Information rigidities |
| DP13597 Exchange Rate Undershooting: Evidence and Theory 智库出版物
2019
作者: Gernot Müller
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Spot exchange rate Forward exchange rate monetary policy Information effect Information frictions Uip puzzle Forward premium puzzle |
| DP2067 The European Central Bank: Decision Rules and Macroeconomic Performance 智库出版物
1999
作者: Paul De Grauwe; Hans Dewachter; Yunus Aksoy
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Exchange rates Implicit forward rate curve monetary policy Var models |
| DP1585 Policy Complementarities: The Case for Fundamental Labour Market Reform 智库出版物
1997
作者: Dennis Snower; David T. Coe
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Exchange rates Forward rate curve inflation Interest rates Options Risk neutral distribution |
| 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：0/0 | 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 |
| DP773 The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors 智库出版物
1993
作者: Mark Taylor; Richard Clarida
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Cointegration Efficiency Forecasting Forward exchange rate Information Spot exchange rate |
| DP407 Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests: Small Transaction Costs, Big Hysteresis Bands 智库出版物
1990
作者: Richard Baldwin
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Foreign exchange market efficiency Forward rate bias Hysteresis Risk premia Transaction costs |
