Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model

Author:

Bekaert Geert

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference40 articles.

1. Can non-separabilities explain exchange rates and risk premia?;Bansal,1989

2. The time-variation of risk and return in foreign exchange markets: A general equilibrium perspective;Bekaert,1992

3. Characterizing predictable components in excess returns on equity and foreign exchange markets;Bekaert;Journal of Finance,1992

4. On biases in the measurement of foreign exchange risk premiums;Bekaert;Journal of International Money and Finance,1993

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