Does the Consumption CAPM Help in Accounting for Expected Currency Returns?
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More about this item
KeywordsTime-varying risk premium; survey data; cointegrated VAR; CCAPM; real exchange rate;
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-12-29 (All new papers)
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