1

Deviations from Covered Interest Rate Parity

Year:
2018
Language:
english
File:
PDF, 1.35 MB
english, 2018
2

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 3.38 MB
english, 2011
6

Countercyclical currency risk premia

Year:
2014
Language:
english
File:
PDF, 845 KB
english, 2014
9

A Habit-Based Explanation of the Exchange Rate Risk Premium

Year:
2010
Language:
english
File:
PDF, 2.18 MB
english, 2010
11

Crash Risk in Currency Markets

Year:
2009
Language:
english
File:
PDF, 315 KB
english, 2009
14

International risk cycles

Year:
2013
Language:
english
File:
PDF, 808 KB
english, 2013
16

The Share of Systematic Variation in Bilateral Exchange Rates

Year:
2017
Language:
english
File:
PDF, 330 KB
english, 2017
19

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Year:
2007
Language:
english
File:
PDF, 252 KB
english, 2007
20

The Term Structure of Currency Carry Trade Risk Premia

Year:
2013
Language:
english
File:
PDF, 1.19 MB
english, 2013
21

A Habit-Based Explanation of the Exchange Rate Risk Premium

Year:
2010
Language:
english
File:
PDF, 198 KB
english, 2010
22

Uncertainty and International Capital Flows

Year:
2015
Language:
english
File:
PDF, 1.18 MB
english, 2015
23

Business cycle variation in the risk-return trade-off

Year:
2012
Language:
english
File:
PDF, 283 KB
english, 2012
25

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 264 KB
english, 2011
26

Business Cycle Variation in the Risk-Return Trade-Off

Year:
2011
Language:
english
File:
PDF, 409 KB
english, 2011
30

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 570 KB
english, 2011
31

International Risk Cycles

Year:
2011
Language:
english
File:
PDF, 415 KB
english, 2011
32

Common Risk Factors in Currency Markets

Year:
2008
Language:
english
File:
PDF, 438 KB
english, 2008
33

The Share of Systematic Variation in Bilateral Exchange Rates

Year:
2012
Language:
english
File:
PDF, 858 KB
english, 2012
37

Sovereign Risk Premia

Year:
2011
Language:
english
File:
PDF, 323 KB
english, 2011
38

Common Risk Factors in Currency Markets

Year:
2009
Language:
english
File:
PDF, 613 KB
english, 2009
41

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

Year:
2006
Language:
english
File:
PDF, 585 KB
english, 2006
42

Countercyclical Currency Risk Premia

Year:
2012
Language:
english
File:
PDF, 472 KB
english, 2012
43

Deviations from Covered Interest Rate Parity

Year:
2016
Language:
english
File:
PDF, 4.13 MB
english, 2016
44

Comment

Year:
2008
Language:
english
File:
PDF, 537 KB
english, 2008