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Forward exchange rates and risk premiums in artificial economies · Study

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ArticleForward exchange rates and risk premiums in artificial economies

R. Tiff Macklem1991

Article1991

Forward exchange rates and risk premiums in artificial economies

R. Tiff Macklem

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

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1982Time to Build and Aggregate Fluctuations 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1984Forward and spot exchange rates 1990Habit Formation: A Resolution of the Equity Premium Puzzle

Cited by

1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 1997Essays on exchange rates, prices and interest rates 2018Gradual learning about shocks and the forward premium puzzle 2002The Forward Premium Puzzle Revisited n.d.Monetary Policy and the Uncovered Interest Rate Parity Puzzle 2004Exchange rate expectations: controlled experiments with artificial traders

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1989Empirical Assessment of Foreign Currency Risk Premiumschapter · 16 shared references 1986Foreign exchange market efficiency tests: Implications of recent empirical findingsarticle · 14 shared references 1995Chapter 37 Puzzles in international financial marketschapter · 13 shared references 1993Accounting for Forward Rates in Markets for Foreign Currencyarticle · 13 shared references 1987Interest rates and risk premia in the stock market and in the foreign exchange marketarticle · 12 shared references 1995Nonparametric estimation of structural models for high-frequency currency market dataarticle · 12 shared references

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Year1991

Typearticle

Published1991-09-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations37

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0261-5606(91)90016-d

openalex_workW2040960442

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