Bond Risk Premia and the Exchange Rate

Bond Risk Premia and the Exchange Rate
Author: Boris Hofmann
Publisher:
Total Pages:
Release: 2019
Genre:
ISBN:

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Bond Risk Premia and the Exchange Rate
Language: en
Pages:
Authors: Boris Hofmann
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate
Language: en
Pages: 0
Authors: Marcello Pericoli
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Bond Premia, Monetary Policy and Exchange Rate Dynamics [electronic Resource]
Language: en
Pages: 46
Authors: Anella Munro
Categories: Bonds
Type: BOOK - Published: 2016 - Publisher:

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"The author proposes a model in which uncertainty about the value of ex-post payoffs drives a wedge - a short-term bond premium - between an observed short-term
Local Currency Bond Risk Premia
Language: en
Pages: 28
Authors: Oguzhan Cepni
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This paper investigates the source of variation in emerging market (EM) local currency bond risk premium by employing panel fixed effects regression model. More
The World Price of Foreign Exchange Risk
Language: en
Pages: 64
Authors: Bernard Dumas
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which the