The "Exchange Risk Premium," Uncovered Unterest Parity, and the Treatment of Exchange Rates in Multicountry Macroeconomic Models

The
Author: Ralph C. Bryant
Publisher:
Total Pages: 120
Release: 1995
Genre: Foreign exchange
ISBN:


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The
Language: en
Pages: 120
Authors: Ralph C. Bryant
Categories: Foreign exchange
Type: BOOK - Published: 1995 - Publisher:

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The
Language: en
Pages: 59
Authors: Ralph C. Bryant
Categories: Foreign exchange
Type: BOOK - Published: 1995 - Publisher:

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Foreign Exchange Risk Premium
Language: en
Pages: 46
Authors: Lorenzo Giorgianni
Categories: Fiscal policy
Type: BOOK - Published: 1997 - Publisher:

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The Economics of Foreign Exchange and Global Finance
Language: en
Pages: 354
Authors: Peijie Wang
Categories: Business & Economics
Type: BOOK - Published: 2005-11-21 - Publisher: Springer Science & Business Media

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The book presents all major subjects in international monetary theory, foreign exchange markets, international financial management and investment analysis. The
Currency Risk Premia in Global Stock Markets
Language: en
Pages: 32
Authors: Shaun K. Roache
Categories: Business & Economics
Type: BOOK - Published: 2006-08 - Publisher: International Monetary Fund

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Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced