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National Bureau of Economic Research (NBER)
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Carry Trade, Currency Risk
Sovereign debt, Asset pricing, Default risk
exchange rates, currency swaps, dollar funding
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
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Exchange Rates, Disaster Risk, Currency Options
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7322.
carry trade, currency crisis, currency options, disaster risk, exchange rate, financial crisis
Exchange Rates, Forecasting, Risk Premia
exchange rate stationarity, carry trade, UIP, currency risk premia, bond risk premia
File name: DP9022.
discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns
exchange rates, forward premium puzzle, risk premium
Equity, Exchange rates, Risk
currency risk, exchange rates, market incompleteness
Risk Premia, Sharpe Ratio
Exchange rate, time-varying risk premium, habits
Asset Pricing, Exchange Rates
Exchange Rates, Asset Pricing
international capital flows, political risk, expropriation, gross flows, volatility, uncertainty
Exchange rates, risk premium, order flow
Information Shocks, Jumps, Price Discovery
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