The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate (Q2661829)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate |
scientific article |
Statements
The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate (English)
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8 April 2021
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exchange rate
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time-varying risk premium
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uncovered interest rate parity
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current account balance
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invoiced currency
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