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Asset return dynamics and the FX risk premium in a decentralized dealer market

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Author Info
Derviz, Alexis

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V64-4B9565N-1/2/8f3e6638464e0458856befca7b75ec76
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Publisher Info
Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 48 (2004)
Issue (Month): 4 (August)
Pages: 747-784
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Handle: RePEc:eee:eecrev:v:48:y:2004:i:4:p:747-784

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  1. Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Jan Brůha & Alexis Derviz, 2006. "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 318-343, July. [Downloadable!]
  3. Alexis Derviz, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank. [Downloadable!]
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This page was last updated on 2009-12-3.

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