Financial amplification of foreign exchange risk premia
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- Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011. "Financial amplification of foreign exchange risk premia," European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
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More about this item
Keywords
Systemic risk; Intermediation (Finance); Foreign exchange; Assets (Accounting);All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-08-14 (Banking)
- NEP-BEC-2010-08-14 (Business Economics)
- NEP-CBA-2010-08-14 (Central Banking)
- NEP-IFN-2010-08-14 (International Finance)
- NEP-UPT-2010-08-14 (Utility Models and Prospect Theory)
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