Fiscal Cyclicality and Currency Risk Premia (Internet Appendix)
27 Pages Posted: 1 Dec 2017 Last revised: 15 Aug 2019
Date Written: October 20, 2018
Original paper is available at: https://ssrn.com/abstract=3059245. This supplemental appendix provides additional analyses and robustness checks for my paper Fiscal Cyclicality and Currency Risk Premia.
Keywords: Nominal Exchange Rate, Currency Risk Premium, Government Surplus
JEL Classification: E42, F31, G15
Suggested Citation: Suggested Citation