Emile Alexandre Marin

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

57

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Exchange Rate Risk and Business Cycles

Bank of England Working Paper No. 872
Number of pages: 47 Posted: 18 Jun 2020
Simon Lloyd and Emile Alexandre Marin
Bank of England and University of Cambridge
Downloads 55 (429,359)

Abstract:

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Business cycle risk, exchange rates, risk premia, stochastic discount factor, uncovered interest parity, yield curves

2.

A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market

CEPR Discussion Paper No. DP14497
Number of pages: 21 Posted: 25 Mar 2020
Giancarlo Corsetti and Emile Alexandre Marin
University of Cambridge and University of Cambridge
Downloads 2 (733,003)
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Abstract:

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carry trade, Currency Crises, Fama Puzzle, Great Depression, Peso Problem, uncovered interest parity