Nominal Exchange Rate Stationarity and Long-Term Bond Returns
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- Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2017. "Nominal Exchange Rate Stationarity and Long-Term Bond Returns," 2017 Meeting Papers 1633, Society for Economic Dynamics.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Luis M. Viceira & Zixuan (Kevin) Wang, 2018. "Global Portfolio Diversification for Long-Horizon Investors," NBER Working Papers 24646, National Bureau of Economic Research, Inc.
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"Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads,"
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- Augustin, Patrick & Chernov, Mikhail & Song, Dongho, 2018. "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers 12857, C.E.P.R. Discussion Papers.
- repec:eee:reveco:v:49:y:2017:i:c:p:255-265 is not listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2016-10-09 (Financial Markets)
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