Related Books

Can a Time Varying Risk Premium Explain the Failure of Uncovered Interest Party in the Market for Foreign Exchange
Language: en
Pages: 53
Can a Time-varying Risk Premium Explain the Failure of Uncovered Interest Parity in the Market for Foreign Exchange?
Language: en
Pages: 53
Authors: Gregory P. Hopper
Categories: Foreign exchange
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

Risk Premia in Foreign Exchange Markets
Language: en
Pages: 130
Authors: Wen-he Lu
Categories: Foreign exchange
Type: BOOK - Published: 1986 - Publisher:

DOWNLOAD EBOOK

We have attempted to test the existence of time-varying risk premia in foreign exchange markets under two models that we have developed in this dissertation. Th
The Time-variation of Risk and Return in the Foreign Exchange and Stock Markets
Language: en
Pages: 56
Authors: Alberto Giovannini
Categories: Business enterprises
Type: BOOK - Published: 1988 - Publisher:

DOWNLOAD EBOOK

Recent empirical work indicates that, in a variety of financial markets, both conditional expectations and conditional variances of returns are time- varying. T
Covered Interest Parity Deviations: Macrofinancial Determinants
Language: en
Pages: 36
Authors: Mr.Eugenio M Cerutti
Categories: Business & Economics
Type: BOOK - Published: 2019-01-16 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic re