SZodixStudyAcademic Library

Shelves Open access

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

Risk, Uncertainty and Exchange Rates · Study

ArticleShelves

ArticleRisk, Uncertainty and Exchange Rates

Robert J. Hodrick1987

OA

Articlegreen1987

Risk, Uncertainty and Exchange Rates

Robert J. Hodrick

235 citations·0/0 files stored·Journal of Monetary Economics

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 Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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 — 235 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1976Econometric policy evaluation: A critique 1978Asset Prices in an Exchange Economy 1983Empirical exchange rate models of the seventies 1985Stock Returns and the Term Structure 1984Forward and spot exchange rates 1986Modelling the persistence of conditional variances 1982Interest rates and currency prices in a two-country world

Cited by

1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence 1990A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets 2010Uncertainty and currency crises: Evidence from survey data 2020The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19 1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 1993A New Approach to International Arbitrage Pricing

Related works

Explore the map →

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

2005Towards a solution to the puzzles in exchange rate economics: where do we stand?preprint · 6 shared references 1991Forward exchange rates and risk premiums in artificial economiesarticle · 6 shared references 2019Choice with Limited Capacitypreprint · 6 shared references 2008An Economic Evaluation of Empirical Exchange Rate Modelsarticle · 5 shared references 1995Chapter 37 Puzzles in international financial marketschapter · 5 shared references 1993Accounting for Forward Rates in Markets for Foreign Currencyarticle · 5 shared references

Details

Year1987

Typearticle

Published1987-11-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations235

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-3932(89)90041-x

openalex_workW2125998670

Links

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

2003Are correlations of stock returns justified by subsequent changes in national outputs?

2005Do asymmetric and nonlinear adjustments explain the forward premium anomaly?