On the foreign exchange risk premium in a general equilibrium model
- 31 May 1992
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 32 (3-4) , 305-319
- https://doi.org/10.1016/0022-1996(92)90022-c
Abstract
No abstract availableKeywords
All Related Versions
This publication has 21 references indexed in Scilit:
- International Interest Rates, Exchange Rates, and the Stochastic Structure of SupplyThe Journal of Finance, 1990
- U.S. International capital flows: Perspectives from rational maximizing modelsCarnegie-Rochester Conference Series on Public Policy, 1989
- Risk, uncertainty, and exchange ratesJournal of Monetary Economics, 1989
- Risk premiums in asset prices and returnsEconometric Reviews, 1989
- The covariation of risk premiums and expected future spot exchange ratesJournal of International Money and Finance, 1986
- Conditional variance and the risk premium in the foreign exchange marketJournal of International Economics, 1985
- Testing for the absence of expected real profits from forward market speculationJournal of International Economics, 1984
- Stochastic prices and tests of efficiency of foreign exchange marketsEconomics Letters, 1980
- An intertemporal asset pricing model with stochastic consumption and investment opportunitiesJournal of Financial Economics, 1979
- The diversifiability of exchange riskJournal of International Economics, 1979