Interest rate parity and foreign exchange risk premia in the ERM-Reference-Cited by-同舟云学术

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Interest rate parity and foreign exchange risk premia in the ERM

Published:1996-06 Issue:3 Volume:15 Page:369-382
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Ayuso Juan,Restoy Fernando

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. International portfolio choice and corporation finance: A synthesis;Alder;Journal of Finance,1983

2. Deviations from Purchasing Power Parity in the long run;Adler;Journal of Finance,1983

3. Credibility indicators of an exchange rate regime: The case of the peseta in the ERM;Ayuso,1993

4. Is exchange rate risk higher in the ERM after the widening of fluctuation bands?;Ayuso,1994

5. Stochastic devaluation risk and the empirical fit of target zones models;Bertola;Review of Economic Studies,1993

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