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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  
DP15313 The Economics of Currency Risk 智库出版物
2020
作者:  Tarek Hassan;  Tony Zhang
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Currency risk  Country risk  Capital flows  Uncovered interest parity  Carry trade  Forward premium puzzle  
DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation 智库出版物
2018
作者:  Pierre collin-dufresne
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Dynamic portfolio choice  Transaction costs  stochastic volatility  Price impact  Risk-parity  Mean-variance  
DP10334 Rare Disasters and Exchange Rates 智库出版物
2015
作者:  Xavier Gabaix;  Emmanuel Farhi
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Disaster risk  Forward premium puzzle  International macro-finance puzzles  Risk-reversals  Uncovered interest rate parity  
The case for policy change: Democratic legitimacy of EMU cannot be an afterthought in solving the crisis 智库出版物
2013
作者:  Jasper Blom;  Geoffrey Underhill
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Systemic risk  Forex  Foreign currency  uncovered interest-rate parity  
DP1315 Models of Currency Crises with Self-fulfilling Features 智库出版物
1996
作者:  Maurice Obstfeld
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credibility  Emerging markets  Peso problem  Risk premia  Target zone  Uncovered interest parity  
DP635 Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion 智库出版物
1992
作者:  Michael Moore
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Arbitrage  Purchasing power parity  Risk aversion