Pages that link to "Item:Q672790"
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The following pages link to Exchange rate returns, `news', and risk premia (Q672790):
Displaying 13 items.
- A joint test of risk premia in exchange rates and rational expectations (Q375085) (← links)
- Money announcements and the risk premium (Q900140) (← links)
- EMS exchange rate expectations and time-varying risk premia (Q1274729) (← links)
- Modelling the currency forward risk premium: A new perspective (Q1417040) (← links)
- The discretely time-varying risk premium on the AUD (Q1676685) (← links)
- Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893) (← links)
- Expectations, disagreement and exchange rate pressure (Q2126180) (← links)
- Exchange-rate and news: evidence from the COVID pandemic (Q2127328) (← links)
- New ``News'' for the news model of the spot exchange rate (Q2660000) (← links)
- The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate (Q2661829) (← links)
- Exchange rate and inflation risk premia in the EMU (Q2869983) (← links)
- Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand (Q3117846) (← links)
- Portfolio Value-at-Risk with Heavy-Tailed Risk Factors (Q4795995) (← links)