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Carry Trade, Currency Risk
Exchange Rates, Forecasting, Risk Premia
mortgage refinancing, home equity, housing collateral, liquidity constraints, household consumption and saving decisions, leverage
portfolio choice, diversification, social status, wealth distribution
currency risk premia, international trade, commodity markets, return predictability, Baltic Dry Index
consumption-based asset pricing, conditioning information, human capital, stock return predictability, nonparametric regression, value premium, linear factor models, relative wealth concerns.
long-run growth, oil prices, shale oil, fracking, horizontal drilling, mimicking portfolios
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CEOs, idiosyncratic risk, status concerns
shipping, trade costs, carry trade, currency risk premia, exchange rates, international risk sharing, commodity trade
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