Common Macro Factors and Currency Premia

E-ISSN： 1756-6916|52|4|1731-1763

ISSN： 0022-1090

Source： Journal of Financial and Quantitative Analysis, Vol.52, Iss.4, 2017-08, pp. : 1731-1763

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment

By Burnside Craig

The American Economic Review, Vol. 101, Iss. 7, 2011-12 ,pp. : 3456-3476

American Economic Association

Access to resources Recommend Favorite

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply

By Lustig Hanno Verdelhan Adrien

The American Economic Review, Vol. 101, Iss. 7, 2011-12 ,pp. : 3477-3500

American Economic Association

Access to resources Recommend Favorite

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

By Lustig Hanno Verdelhan Adrien

The American Economic Review, Vol. 97, Iss. 1, 2007-03 ,pp. : 89-117

American Economic Association

Access to resources Recommend Favorite

On the impact of a common currency on bilateral trade

By Yeyati E.L.

Economics Letters, Vol. 79, Iss. 1, 2003-04 ,pp. : 125-129

Elsevier

Access to resources Recommend Favorite

Optimal common currency basket in East Asia

By Pontines Victor

Applied Economics Letters, Vol. 16, Iss. 11, 2009-07 ,pp. : 1139-1141

Routledge Ltd

Access to resources Recommend Favorite