1

Deviations from Covered Interest Rate Parity

Year:
2018
Language:
english
File:
PDF, 1.35 MB
english, 2018
3

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 3.38 MB
english, 2011
4

Countercyclical currency risk premia

Year:
2014
Language:
english
File:
PDF, 845 KB
english, 2014
8

A Habit-Based Explanation of the Exchange Rate Risk Premium

Year:
2010
Language:
english
File:
PDF, 2.18 MB
english, 2010
12

Crash Risk in Currency Markets

Year:
2009
Language:
english
File:
PDF, 315 KB
english, 2009
13

A Habit-Based Explanation of the Exchange Rate Risk Premium

Year:
2010
Language:
english
File:
PDF, 198 KB
english, 2010
15

Business cycle variation in the risk-return trade-off

Year:
2012
Language:
english
File:
PDF, 283 KB
english, 2012
16

International risk cycles

Year:
2013
Language:
english
File:
PDF, 808 KB
english, 2013
20

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

Year:
2007
Language:
english
File:
PDF, 252 KB
english, 2007
21

The Share of Systematic Variation in Bilateral Exchange Rates

Year:
2017
Language:
english
File:
PDF, 330 KB
english, 2017
22

Uncertainty and International Capital Flows

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

The Term Structure of Currency Carry Trade Risk Premia

Year:
2013
Language:
english
File:
PDF, 1.19 MB
english, 2013
29

Comment

Year:
2008
Language:
english
File:
PDF, 537 KB
english, 2008
32

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 264 KB
english, 2011
33

The Share of Systematic Variation in Bilateral Exchange Rates

Year:
2012
Language:
english
File:
PDF, 858 KB
english, 2012
34

Deviations from Covered Interest Rate Parity

Year:
2016
Language:
english
File:
PDF, 4.13 MB
english, 2016
36

Countercyclical Currency Risk Premia

Year:
2012
Language:
english
File:
PDF, 472 KB
english, 2012
37

Business Cycle Variation in the Risk-Return Trade-Off

Year:
2011
Language:
english
File:
PDF, 409 KB
english, 2011
38

International Risk Cycles

Year:
2011
Language:
english
File:
PDF, 415 KB
english, 2011
39

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

Year:
2006
Language:
english
File:
PDF, 585 KB
english, 2006
40

Sovereign Risk Premia

Year:
2011
Language:
english
File:
PDF, 323 KB
english, 2011
41

Common Risk Factors in Currency Markets

Year:
2009
Language:
english
File:
PDF, 613 KB
english, 2009
42

Common Risk Factors in Currency Markets

Year:
2011
Language:
english
File:
PDF, 570 KB
english, 2011
44

Common Risk Factors in Currency Markets

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