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The Real Exchange Rate, Real Interest Rates, and the Risk Premium

https://doi.org/10.2139/ssrn.1934728
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/ijfe.354openalex-extracted
Conventional and unconventional approaches to exchange rate modelling and assessment
inferredcites →https://doi.org/10.1016/0261-5606(96)00008-3openalex-extracted
A reexamination of the uncovered interest rate parity hypothesis
inferredcites →https://doi.org/10.1016/0304-3932(81)90040-4openalex-extracted
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-extracted
Forward and spot exchange rates
inferredcites →https://doi.org/10.1016/0304-3932(93)90034-dopenalex-extracted
Real exchange rates and relative prices
inferredcites →https://doi.org/10.1016/0304-3932(93)90043-fopenalex-extracted
A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.05.004openalex-extracted
Uncovered interest rate parity and the term structure
inferredcites →https://doi.org/10.1016/j.jinteco.2003.11.002openalex-extracted
Exchange rate puzzles and distorted beliefs
inferredcites →https://doi.org/10.1016/j.jinteco.2007.02.004openalex-extracted
Real-time price discovery in global stock, bond and foreign exchange markets
inferredcites →https://doi.org/10.1016/j.jinteco.2009.06.003openalex-extracted
Monetary policy and exchange rate overshooting: Dornbusch was right after all
inferredcites →https://doi.org/10.1016/j.jmoneco.2003.08.003openalex-extracted
Monetary policy's role in exchange rate behavior
inferredcites →https://doi.org/10.1016/j.jmoneco.2005.02.004openalex-extracted
International risk sharing is better than you think, or exchange rates are too smooth
inferredcites →https://doi.org/10.1016/j.jmoneco.2006.05.015openalex-extracted
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
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/s0304-3932(00)00010-6openalex-extracted
Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
inferredcites →https://doi.org/10.1016/s0304-405x(02)00067-3openalex-extracted
Expectation puzzles, time-varying risk premia, and affine models of the term structure
inferredcites →https://doi.org/10.1086/250070openalex-extracted
Accounting for U.S. Real Exchange Rate Changes
inferredcites →https://doi.org/10.1086/260506openalex-extracted
Expectations and Exchange Rate Dynamics
inferredcites →https://doi.org/10.1111/0022-1082.00325openalex-extracted
Affine Term Structure Models and the Forward Premium Anomaly
inferredcites →https://doi.org/10.1111/1467-9396.00296openalex-extracted
Uncovered Interest Parity Revisited
inferredcites →https://doi.org/10.1111/j.1467-937x.2009.00537.xopenalex-extracted
Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
inferredcites →https://doi.org/10.1111/j.1467-9965.1996.tb00123.xopenalex-extracted
A YIELD‐FACTOR MODEL OF INTEREST RATES
inferredcites →https://doi.org/10.1111/j.1538-4616.2009.00246.xopenalex-extracted
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb02613.xopenalex-extracted
Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04822.xopenalex-extracted
Equilibrium Valuation of Foreign Exchange Claims
inferredcites →https://doi.org/10.1162/003465303765299765openalex-extracted
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?
inferredcites →https://doi.org/10.1257/aer.100.3.870openalex-extracted
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
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/10.1257/jep.4.3.179openalex-extracted
Anomalies: Foreign Exchange
inferredcites →https://doi.org/10.1353/mcb.2006.0070openalex-extracted
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
inferredcites →https://doi.org/10.2307/1913778openalex-extracted
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
inferredcites →https://doi.org/10.2307/2171846openalex-extracted
Efficient Tests for an Autoregressive Unit Root
inferredcites →https://doi.org/10.2307/2298008openalex-extracted
Yield Spreads and Interest Rate Movements: A Bird's Eye View
inferredcites →https://doi.org/10.2307/2946646openalex-extracted
Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
inferredcites →https://doi.org/10.2307/30035956openalex-extracted
Monetary Policy and Long-Horizon Uncovered Interest Parity
inferredcites →https://doi.org/10.3386/w13805openalex-extracted
Rare Disasters and Exchange Rates
inferredcites →https://doi.org/10.3386/w14082openalex-extracted
Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.3386/w15062openalex-extracted
Crash Risk in Currency Markets
inferredcites →https://doi.org/10.3386/w15866openalex-extracted
Investor Overconfidence and the Forward Premium Puzzle
inferredcites →https://doi.org/10.3386/w16153openalex-extracted
Consumption-Based Asset Pricing with Higher Cumulants
inferredcites →https://doi.org/10.3386/w16218openalex-extracted
Monetary Policy and the Uncovered Interest Parity Puzzle
inferredcites →https://doi.org/10.7208/chicago/9780226092126.003.0010openalex-extracted
Is Bad News about Inflation Good News for the Exchange Rate?
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
inferredcites →https://doi.org/10.1086/250059openalex-snapshot
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1086/296139openalex-snapshot
The "Speculative Efficiency" Hypothesis
inferredcites →https://doi.org/10.1086/593088openalex-snapshot
Carry Trades and Currency Crashes
inferredcites →https://doi.org/10.1086/659238openalex-snapshot
Risks for the Long Run and the Real Exchange Rate
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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