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Foreign currency debt, risk premia and macroeconomic volatility

✍ Scribed by Anton Korinek

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Foreign exchange risk premia volatility

✍ Alberto Giovannini; Philippe Jorion 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 182 KB

Risk Premia in Foreign Currency Futures:

✍ Yiuman Tse; G. Geoffrey Booth 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Currency composition of debt, risk premi

✍ George J. Bratsiotis; Wayne Robinson 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Foreign-denominated debt and foreign cur

✍ William B. Elliott; Stephen P. Huffman; Stephen D. Makar 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 158 KB

Stochastic Volatility of Volatility and

✍ Barndorff-Nielsen, O. E.; Veraart, A. E. D. 📂 Article 📅 2012 🏛 Oxford University Press 🌐 English ⚖ 23 KB

Foreign Currency Derivatives versus Fore

✍ Ephraim Clark; Amrit Judge 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB