The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data
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- Georges Prat & Remzi Uctum, 2007. "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print halshs-00173109, HAL.
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Keywordsrisk premium; foreign exchange market; international asset pricing model;
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-21 (All new papers)
- NEP-CBA-2008-04-21 (Central Banking)
- NEP-IFN-2008-04-21 (International Finance)
- NEP-MAC-2008-04-21 (Macroeconomics)
- NEP-RMG-2008-04-21 (Risk Management)
- NEP-UPT-2008-04-21 (Utility Models & Prospect Theory)
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