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Exchange Rates, Interest Rates, and the Risk Premium
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0167-2231(94)00012-3openalex-snapshot
Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?
inferredcites →https://doi.org/10.1016/0304-3932(89)90041-xopenalex-snapshot
Risk, Uncertainty and Exchange Rates
inferredcites →https://doi.org/10.1016/0304-3932(93)90043-fopenalex-snapshot
A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990
inferredcites →https://doi.org/10.1016/j.jimonfin.2010.02.008openalex-snapshot
Solving exchange rate puzzles with neither sticky prices nor trade costs
inferredcites →https://doi.org/10.1016/j.jinteco.2003.11.002openalex-snapshot
Exchange rate puzzles and distorted beliefs
inferredcites →https://doi.org/10.1016/j.jinteco.2007.02.004openalex-snapshot
Real-time price discovery in global stock, bond and foreign exchange markets
inferredcites →https://doi.org/10.1016/j.jinteco.2008.02.005openalex-snapshot
New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
inferredcites →https://doi.org/10.1016/j.jinteco.2009.06.003openalex-snapshot
Monetary policy and exchange rate overshooting: Dornbusch was right after all
inferredcites →https://doi.org/10.1016/j.jmoneco.2005.02.004openalex-snapshot
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-snapshot
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
inferredcites →https://doi.org/10.1016/j.jmoneco.2018.08.007openalex-snapshot
Real exchange rate convergence: The roles of price stickiness and monetary policy
inferredcites →https://doi.org/10.1016/s0022-1996(99)00039-2openalex-snapshot
The forward premium puzzle: different tales from developed and emerging economies
inferredcites →https://doi.org/10.1016/s0304-3932(00)00010-6openalex-snapshot
Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
inferredcites →https://doi.org/10.1086/588200openalex-snapshot
Consumption Strikes Back? Measuring Long‐Run Risk
inferredcites →https://doi.org/10.1086/659238openalex-snapshot
Risks for the Long Run and the Real Exchange Rate
inferredcites →https://doi.org/10.1086/ma.2.4623711openalex-snapshot
Are Exchange Rates Excessively Variable?
inferredcites →https://doi.org/10.1093/qje/qjv016openalex-snapshot
International Liquidity and Exchange Rate Dynamics *
inferredcites →https://doi.org/10.1093/restud/rdq013openalex-snapshot
Investor Overconfidence and the Forward Premium Puzzle
inferredcites →https://doi.org/10.1093/restud/rds029openalex-snapshot
Consumption-Based Asset Pricing with Higher Cumulants
inferredcites →https://doi.org/10.1093/rfs/1.3.195openalex-snapshot
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.1093/rfs/hhs108openalex-snapshot
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
inferredcites →https://doi.org/10.1093/rfs/hhw074openalex-snapshot
Asset Prices and Risk Sharing in Open Economies
inferredcites →https://doi.org/10.1111/0022-1082.00325openalex-snapshot
Affine Term Structure Models and the Forward Premium Anomaly
inferredcites →https://doi.org/10.1111/j.1538-4616.2009.00246.xopenalex-snapshot
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb02613.xopenalex-snapshot
Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period
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
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01525.xopenalex-snapshot
A Habit‐Based Explanation of the Exchange Rate Risk Premium
inferredcites →https://doi.org/10.1257/aer.100.3.870openalex-snapshot
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
inferredcites →https://doi.org/10.1257/aer.96.3.552openalex-snapshot
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
inferredcites →https://doi.org/10.1257/mac.4.3.33openalex-snapshot
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
inferredcites →https://doi.org/10.2139/ssrn.1071607openalex-snapshot
Rare Disasters and Exchange Rates
inferredcites →https://doi.org/10.2139/ssrn.1474849openalex-snapshot
The Forward Market in Emerging Currencies: Less Biased than in Major Currencies
inferredcites →https://doi.org/10.2139/ssrn.2021328openalex-snapshot
International Asset Pricing with Recursive Preferences
inferredcites →https://doi.org/10.2139/ssrn.2536053openalex-snapshot
Exchange Rates and UIP Violations at Short and Long Horizons
inferredcites →https://doi.org/10.2139/ssrn.268692openalex-snapshot
Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
inferredcites →https://doi.org/10.2139/ssrn.647628openalex-snapshot
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.2139/ssrn.895474openalex-snapshot
New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
inferredcites →https://doi.org/10.2139/ssrn.904211openalex-snapshot
Solving Exchange Rate Puzzles Without Sticky Prices Nor Trade Costs
inferredcites →https://doi.org/10.2307/1913778openalex-snapshot
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
inferredcites →https://doi.org/10.2307/2946646openalex-snapshot
Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
inferredcites →https://doi.org/10.2307/30035956openalex-snapshot
Monetary Policy and Long-Horizon Uncovered Interest Parity
inferredcites →https://doi.org/10.3386/w10267openalex-snapshot
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
inferredcites →https://doi.org/10.3386/w10995openalex-snapshot
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
inferredcites →https://doi.org/10.3386/w11061openalex-snapshot
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
inferredcites →https://doi.org/10.3386/w11476openalex-snapshot
Consumption Strikes Back?: Measuring Long-Run Risk
inferredcites →https://doi.org/10.3386/w12481openalex-snapshot
Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment
inferredcites →https://doi.org/10.3386/w15518openalex-snapshot
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
inferredcites →https://doi.org/10.3386/w16218openalex-snapshot
Monetary Policy and the Uncovered Interest Parity Puzzle
inferredcites →https://doi.org/10.3386/w4624openalex-snapshot
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
inferredcites →https://doi.org/10.3386/w4995openalex-snapshot
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.3386/w5312openalex-snapshot
The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
inferredcites →https://doi.org/10.3386/w6324openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
inferredcites →https://doi.org/10.3386/w8404openalex-snapshot
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
inferredcites →https://doi.org/10.7208/9780226092126-012openalex-snapshot
9. Is Bad News about Inflation Good News for the Exchange Rate?: And, If So, Can That Tell Us Anything about the Conduct of Monetary Policy?
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2846984openalex-extracted
A Theory of Foreign Exchange Interventions
inferred← citeshttps://doi.org/10.1111/jmcb.12663openalex-snapshot
A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle
inferred← citeshttps://doi.org/10.20431/2349-0349.0811007openalex-snapshot
Inefficiencies of Basis Swaps to Hedge Foreign Exchange Risk
inferred← citeshttps://doi.org/10.20955/wp.2017.028openalex-snapshot
Managing Macroeconomic Fluctuations with Flexible Exchange Rate Targeting
inferred← citeshttps://doi.org/10.2139/ssrn.3682897openalex-snapshot
The Impact of Monetary Policy on the Specialness of U.S. Treasuries
inferred← citeshttps://doi.org/10.2139/ssrn.4490971openalex-snapshot
Currency Risk Premiums: A Multi-Horizon Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.4497999openalex-snapshot
Currency Risk Premiums: A Multi-horizon Perspective
inferred← citeshttps://doi.org/10.24052/bmr/v12nu01/art-01openalex-snapshot
Financial impact of using EUR call options to hedge accounts receivables
inferred← citeshttps://doi.org/10.24843/ejmunud.2019.v08.i02.p12openalex-snapshot
PENGARUH NILAI TUKAR RIIL DAN TINGKAT SUKU BUNGA RIIL TERHADAP INDEKS HARGA SAHAM GABUNGAN
inferred← citeshttps://doi.org/10.29086/10413/23153openalex-snapshot
The monetary model of exchange rate behaviour: the case of South Africa.
inferred← citeshttps://doi.org/10.32479/ijefi.14922openalex-snapshot
Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)
inferred← citeshttps://doi.org/10.3386/w19623openalex-snapshot
The Term Structure of Currency Carry Trade Risk Premia
inferred← citeshttps://doi.org/10.3386/w23401openalex-snapshot
Exchange Rate Disconnect in General Equilibrium
inferred← citeshttps://doi.org/10.3386/w23764openalex-snapshot
Global Macro Risks in Currency Excess Returns
inferred← citeshttps://doi.org/10.3386/w26259openalex-snapshot
Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment
inferred← citeshttps://doi.org/10.3386/w28408openalex-snapshot
Model Complexity, Expectations, and Asset Prices
inferred← citeshttps://doi.org/10.3386/w28777openalex-snapshot
CIP Deviations, the Dollar, and Frictions in International Capital Markets
inferred← citeshttps://doi.org/10.3386/w31164openalex-snapshot
Collateral Advantage: Exchange Rates, Capital Flows, and Global Cycles
inferred← citeshttps://doi.org/10.3386/w31505openalex-snapshot
Measuring Financial Integration: More Data, More Countries, More Expectations
inferred← citeshttps://doi.org/10.5089/9781513547732.001openalex-snapshot
The Non-U.S. Bank Demand for U.S. Dollar Assets
inferred← citeshttps://doi.org/10.5089/9798400211935.001openalex-snapshot
Monetary Policy and Exchange Rate Dynamics in a Behavioral Open Economy Model
inferred← citeshttps://doi.org/10.54518/rh.2.2.2022.330-344openalex-snapshot
Analysis of Factors Affecting Inflation in Indonesia 2015 - 2020
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