Fiscal Cyclicality and Currency Risk Premia (Internet Appendix)

27 Pages Posted: 1 Dec 2017 Last revised: 15 Aug 2019

Date Written: October 20, 2018

Abstract

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

Jiang, Zhengyang, Fiscal Cyclicality and Currency Risk Premia (Internet Appendix) (October 20, 2018). Available at SSRN: https://ssrn.com/abstract=3077657 or http://dx.doi.org/10.2139/ssrn.3077657

Zhengyang Jiang (Contact Author)

Kellogg School of Management - Department of Finance ( email )

Evanston, IL 60208
United States

HOME PAGE: http://https://sites.google.com/site/jayzedwye/

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