Exchange Rates, Interest Rates, and the Risk Premium 5 个回复 - 1069 次查看
【作者(必填)】Charles Engel
【文题(必填)】Exchange Rates, Interest Rates, and the Risk Premium
【年份(必填)】2016
【全文链接或数据库名称(选填)】https://www.aeaweb.org/articles?id=10.1257/aer. ...2017-1-11 21:45 - runman - 求助成功区
Imperfect Knowledge Economics: Exchange Rates and Risk 8 个回复 - 2602 次查看
Imperfect Knowledge Economics: Exchange Rates and Risk
Posing a major challenge to economic orthodoxy, Imperfect Knowledge Economics asserts that exact models of purposeful human behavior are b ...2011-6-3 23:10 - terrytong - 宏观经济学
NBER: Exchange Rates, Interest Rates, and the Risk Premium 1 个回复 - 1042 次查看
The well-known uncovered interest parity puzzle arises from the empirical regularity that, among developed country pairs, the high interest rate country tends to have high expected returns on its sh ...2015-3-26 12:36 - zxxsm - 世界经济与国际贸易
NBER: Exchange Rate Exposure and Risk Management 0 个回复 - 1143 次查看
This paper investigates the relationship between the Japanese firms’ exposure to the exchange raterisk and risk management, such as choice of invoicing currency, and financial and operational hedg ...2015-3-26 12:44 - zxxsm - 世界经济与国际贸易
Drifting Dollars, Mercurial Marks: Managing Exchange Rate Risk 0 个回复 - 1101 次查看
Chow, Edward H., WayneLee and Michael Solt (1992). Drifting Dollars, Mercurial Marks: ManagingExchange Rate Risk in the Global Marketplace. Northern CaliforniaExecutive Review, 1992(Fall), 8-13.2014-7-29 00:16 - fox1218 - 文献求助专区
哈佛大学教授KENNETH S. ROGOFF 论文之七 Risk and Exchange Rates 3 个回复 - 1858 次查看
汇率和风险,Risk and Exchange Rates,Maurice Obstfeld,Kenneth Rogoff,发表于February 15, 2001,
This paperdevelops an explicitly stochastic new open economy macroeconomics'model, which can potenti ...2009-6-19 14:59 - zhaohailei - 世界经济与国际贸易
The Pricing of Exchange Rate Risk in the Stock Market 2 个回复 - 223 次查看
Jorion P. The Pricing of Exchange Rate Risk in the Stock Market. Journal of Financial and Quantitative Analysis. 1991;26(03):363-76.
【全文链接或数据库名称(选填)】
http://journals.cambridge.or ...2013-1-30 05:56 - pertain - 求助成功区