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Pricing currency risk under currency boards
16 references·5 citing·45 second hop
Pricing currency risk under currency boards (2002)Pricing currency risk under currency boar…The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)The Evolution and Determinant…Emerging Market Spreads: Then versus Now (2002)Emerging Market Spreads: Then…Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)Emerging Market Instability: …Volatility dependence and contagion in emerging equity markets (2001)Volatility dependence and con…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Risk and Exchange Rates (1998)Risk and Exchange RatesThe forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)The Forward Discount Anomaly …Puzzles in International Financial Markets (1994)Puzzles in International Fina…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Alternative models for conditional stock volatility (1990)Alternative models for condit…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing (1985)The Pricing of Bonds and Bank…LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)LDC Foreign Borrowing and Def…LDC's Foreign Borrowing and Default Risk: An Empirical Investigation (1983)LDC's Foreign Borrowing and D…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…The risk adjusted uncovered equity parity (2011)The risk adjusted uncovered e…Official Dollarization as a Monetary Regime: Its Effects on El Salvador (2011)Official Dollarization as a M…The hysteresis of currency substitution: Currency risk vs. network externalities (2009)The hysteresis of currency su…THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY (2007)THE ECONOMICS OF UNCOVERED IN…Living and Dying with Hard Pegs: The Rise and Fall of Argentina's Currency Board (2003)Living and Dying with Hard Pe…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? 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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 1998Risk and Exchange Rates403 cited
  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence315 cited
  • 1983LDC's Foreign Borrowing and Default Risk: An Empirical Investigation287 cited
  • 1986The pricing of bonds and bank loans in international markets274 cited
  • 2001Volatility dependence and contagion in emerging equity markets251 cited
  • 1985The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing248 cited
  • 2005

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The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s
248 cited
  • 2002Emerging Market Spreads: Then versus Now235 cited
  • Cited by

    • 2009The hysteresis of currency substitution: Currency risk vs. network externalities43 cited
    • 2011The risk adjusted uncovered equity parity41 cited
    • 2003Living and Dying with Hard Pegs: The Rise and Fall of Argentina's Currency Board39 cited
    • 2007THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY26 cited
    • 2011Official Dollarization as a Monetary Regime: Its Effects on El Salvador15 cited