Macroeconomic Sources of FOREX Risk
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More about this item
KeywordsFOREX; GARCH; market efficiency; risk premium; stochastic discount factors;
- F10 - International Economics - - Trade - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-14 (All new papers)
- NEP-CFN-2003-03-14 (Corporate Finance)
- NEP-IFN-2003-03-14 (International Finance)
- NEP-MAC-2003-03-14 (Macroeconomics)
- NEP-RMG-2003-03-14 (Risk Management)
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