Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks
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Other versions of this item:
- Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005. "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão 507, Department of Economics PUC-Rio (Brazil).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Du, Wenxin & Schreger, Jesse, 2013. "Local Currency Sovereign Risk," International Finance Discussion Papers 1094, Board of Governors of the Federal Reserve System (U.S.).
- Martin Grandes & Marcel Peter & Nicolas Pinaud, 2010. "Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(60), pages 7-52, October -.
More about this item
KeywordsCountry Risk; Currency Risk; Cousin Risks;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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