Exchange rate and inflation risk premia in the EMU

DOI10.1080/14697688.2010.488810zbMath1279.91189OpenAlexW2087285185MaRDI QIDQ2869983

B. Font, Alfredo Juan Grau

Publication date: 17 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10550/63322

zbMATH Keywords

international asset pricingexchange rate riskinflation riskEuropean Unionrisk premiumstime-varying beta risks

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (1)

Neural network models for inflation forecasting: a revisit

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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