On the foreign exchange risk premium in a general equilibrium model

Author:

Engel Charles

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Risk premiums in asset prices and returns: A comment on R.T. Baillie, ‘Econometric tests of rationality and market efficiency’;Backus;Econometric Reviews,1989

2. Accounting for forward rates in markets for foreign currency;Backus,1990

3. The relation between the forward exchange rate and the expected future spot rate;Boyer;Intermountain Economic Review,1977

4. International interest rates, exchange rates, and the stochastic structure of supply;Boyle;Journal of Finance,1990

5. An intertemporal asset pricing model with stochastic consumption and investment oppurtunities;Breeden;Journal of Financial Economics,1979

Cited by 55 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. Herding behavior and digital trading during the crisis;Journal of Economics and Finance;2024-08-20

2. Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach;Journal of Asian Economics;2022-10

3. Bibliometric analysis of foreign exchange risk;Journal of Governance and Regulation;2022

4. Determination of Strategic Spreads in East Asia;Global Economic Review;2020-12-18

5. Does Persistent Learning or Limited Information Matter in Forward Premium Puzzle?;Complex Systems Modeling and Simulation in Economics and Finance;2018

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3