Implied Foreign Exchange Risk Premia
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References listed on IDEAS
- Brandt, Michael & Cochrane, John & Santa-Clara, Pedro, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!,"
University of California at Los Angeles, Anderson Graduate School of Management
qt1jw137zd, Anderson Graduate School of Management, UCLA.
- Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," NBER Working Papers 8404, National Bureau of Economic Research, Inc.
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," Working Papers 01-2, University of Pennsylvania, Wharton School, Weiss Center.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Carmen Gloria Silva, 2010. "Forward premium puzzle and term structure of interest rates: the case of New Zealand," Working Papers Central Bank of Chile 570, Central Bank of Chile.
- Astrid Eisenberg & Markus Rudolf, 2007. "Exchange Rates and the Conversion of Currency-Specific Risk Premia," European Financial Management, European Financial Management Association, vol. 13(4), pages 672-701.
- Kumar, Satish & Trück, Stefan, 2014. "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 13-32.
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