Trinity Ln
Cambridge, CB2 1TN
United Kingdom
University of Cambridge
Business cycle risk, exchange rates, risk premia, stochastic discount factor, uncovered interest parity, yield curves
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
carry trade, Currency Crises, Fama Puzzle, Great Depression, Peso Problem, uncovered interest parity
