Intermediary Leverage and Currency Risk Premium-Reference-Cited by-同舟云学术

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Intermediary Leverage and Currency Risk Premium

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fang Xiang

Publisher

Elsevier BV

Reference61 articles.

1. Financial intermediaries and the cross-section of asset returns;E Adrian;The Journal of Finance,2014

2. Risk Appetite and Exchange Rates

3. Time-varying risk, interest rates, and exchange rates in general equilibrium;F Alvarez;The Review of Economic Studies,2009

4. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

5. Affine term structure models and the forward premium anomaly;D K Backus;The Journal of Finance,2001

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Liquidity Risk and Currency Premia;Management Science;2024-04-08

2. US Fiscal cycle and the dollar;Journal of Monetary Economics;2021-11

3. Volatility, intermediaries, and exchange rates;Journal of Financial Economics;2021-07

4. US Fiscal Cycle and the Dollar;SSRN Electronic Journal;2018

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