Us Equity Tail Risk and Currency Risk Premia

51 Pages Posted: 22 Oct 2019 Last revised: 29 Apr 2020

See all articles by Zhenzhen Fan

Zhenzhen Fan

University of Manitoba - Department of Accounting and Finance

Juan M. Londono

Board of Governors of the Federal Reserve System

Xiao Xiao

University of Amsterdam - Amsterdam Business School

Date Written: 2019-07-08

Abstract

No abstract available.

Suggested Citation

Fan, Zhenzhen and Londono-Yarce, Juan-Miguel and Xiao, Xiao, Us Equity Tail Risk and Currency Risk Premia (2019-07-08). FRB International Finance Discussion Paper No. 1253, Available at SSRN: https://ssrn.com/abstract=3473064 or http://dx.doi.org/10.17016/IFDP.2019.1253

Zhenzhen Fan (Contact Author)

University of Manitoba - Department of Accounting and Finance ( email )

Faculty of Management
Winnipeg, MB R3T 5V4
Canada

Juan-Miguel Londono-Yarce

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Xiao Xiao

University of Amsterdam - Amsterdam Business School ( email )

Spui 21
Amsterdam, 1018 WB
Netherlands

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