Author:
Balduzzi Pierluigi,Chiang I-Hsuan Ethan
Reference65 articles.
1. A long-run risks explanation of predictability puzzles in bond and currency markets;Ravi Bansal;Review of Financial Studies,2013
2. Risks for the long run: A potential resolution of asset pricing puzzles;Ravi Bansal;Journal of Finance,2004
3. On the Asset Market View of Exchange Rates
4. The dog that did not bark: A defense of return predictability;John H Cochrane;Presidential address: Discount rates,2008
5. Exchange rates, interest rates, and the risk premium;Charles Engel;Journal of Political Economy,2005
Cited by
5 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. Currency Risk Premia in Emerging Markets;SSRN Electronic Journal;2018
2. Government Policy Approval and Exchange Rates;SSRN Electronic Journal;2017
3. Currency Value;Review of Financial Studies;2016-08-09
4. Currency Value;SSRN Electronic Journal;2015
5. Currency Risk Premia and Macro Fundamentals;SSRN Electronic Journal;2013