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Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence

https://doi.org/10.2139/ssrn.1262252
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s11408-006-0012-8openalex-extracted
Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds
inferredcites →https://doi.org/10.1007/s11408-009-0099-9openalex-extracted
Predicting Premiums for the Market, Size, Value, and Momentum Factors
inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-extracted
Forward and spot exchange rates
inferredcites →https://doi.org/10.1016/s0022-1996(99)00039-2openalex-extracted
The forward premium puzzle: different tales from developed and emerging economies
inferredcites →https://doi.org/10.1016/s0304-405x(03)00065-5openalex-extracted
Long-horizon regressions: theoretical results and applications
inferredcites →https://doi.org/10.1016/s0304-405x(99)00041-0openalex-extracted
Predictive regressions
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/261693openalex-extracted
Habit Formation: A Resolution of the Equity Premium Puzzle
inferredcites →https://doi.org/10.1093/rfs/5.1.1openalex-extracted
On the Estimation of Beta-Pricing Models
inferredcites →https://doi.org/10.1093/rfs/5.3.351openalex-extracted
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
inferredcites →https://doi.org/10.1093/rfs/5.3.357openalex-extracted
inferredcites →https://doi.org/10.1111/0022-1082.00347openalex-extracted
Consumption, Aggregate Wealth, and Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00759.xopenalex-extracted
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
inferredcites →https://doi.org/10.1257/aer.101.7.3456openalex-extracted
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment
inferredcites →https://doi.org/10.1257/aer.97.1.89openalex-extracted
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.17877/de290r-14251openalex-extracted
Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.1092136openalex-extracted
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
inferredcites →https://doi.org/10.2139/ssrn.1140663openalex-extracted
Does Business Cycle Risk Account for Systematic Returns from Currency Positioning? The International Perspective
inferredcites →https://doi.org/10.2139/ssrn.647628openalex-extracted
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.2307/1912775openalex-extracted
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2118465openalex-extracted
Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms
inferredcites →https://doi.org/10.3386/t0055openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
inferredcites →https://doi.org/10.3386/w10505openalex-extracted
How Much Does Household Collateral Constrain Regional Risk Sharing?
inferredcites →https://doi.org/10.3386/w12766openalex-extracted
Can Housing Collateral Explain Long-Run Swings in Asset Returns?
inferredcites →https://doi.org/10.3386/w5312openalex-extracted
The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
inferredcites →https://doi.org/10.5167/uzh-52338openalex-extracted
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
inferredcites →https://doi.org/10.1016/0927-5398(95)00016-xopenalex-snapshot
The forward discount anomaly and the risk premium: A survey of recent evidence

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inferred← citeshttps://doi.org/10.2139/ssrn.1355928openalex-extracted
Momentum in Stock Market Returns, Risk Premia on Foreign Currencies and International Financial Integration
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