SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Exchange rate risk premiums · Study

ArticleShelves

ArticleExchange rate risk premiums

Yin-Wong Cheng1993

Article1993

Exchange rate risk premiums

42 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 42 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1983Empirical exchange rate models of the seventies 1984Forward and spot exchange rates 2000Forecasting Economic Time Series 1982Interest rates and currency prices in a two-country world 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS 1979Forecasting Economic Time Series

Cited by

2009Macroeconomic sources of foreign exchange risk in new EU members 1997Foreign Exchange Risk Premium: Does Fiscal Policy Matter? Evidence From Italian Data 1997The Performance of Trading Rules on Four Asian Currency Exchange Rates 2018Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices 2000Structural models of exchange rate determination

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1989Tests of international CAPM with time‐varying covariancesarticle · 10 shared references 2007FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESISarticle · 10 shared references 1994Neglected common factors in exchange rate volatilityarticle · 10 shared references 1997An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Marketsarticle · 10 shared references 1993Premia in Forward Foreign Exchange as Unobserved Components: A Notearticle · 10 shared references 2001The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literaturebook · 9 shared references

Details

Year1993

Typearticle

Published1993-04-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations42

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0261-5606(93)90023-5

openalex_workW2016013562

Links

Imported from OpenAlex (CC0) — nothing here is generated.