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

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  • Derviz, Alexis

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  • Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
    • Handle: RePEc:eee:eecrev:v:48:y:2004:i:4:p:747-784
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    26. Mr. Francisco d Nadal De Simone & Weshah Razzak, 1999. "Nominal Exchange Rates and Nominal Interest Rate Differentials," IMF Working Papers 1999/141, International Monetary Fund.
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    Cited by:

    1. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
    2. Derviz, Alexis, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank.
    3. 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.
    4. Kim, Young-Chul & Loury, Glenn C., 2019. "To be, or not to be: Stereotypes, identity choice and group inequality," Journal of Public Economics, Elsevier, vol. 174(C), pages 36-52.
    5. Jan Brùha & 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.
    6. Ding, Liang, 2008. "Market structure and dealers' quoting behavior in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 313-325, October.
    7. Aleš Bulíø, 2005. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.

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