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The foreign exchange risk premium in a target zone with devaluation risk · Study

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ArticleThe foreign exchange risk premium in a target zone with devaluation risk

Lars E.O. Svensson1992

Article1992

The foreign exchange risk premium in a target zone with devaluation risk

Lars E.O. Svensson

112 citations·0/0 files stored·Journal of International Economics

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Risk Management in Financial Firms

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References

1971Optimum consumption and portfolio rules in a continuous-time model 1983International Portfolio Choice and Corporation Finance: A Synthesis 1991Target Zones and Exchange Rate Dynamics 1990Anomalies: Foreign Exchange 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets 1984Exchange Rate Theory and Practice 1984The Specification and Influence of Asset Markets 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

Cited by

1993Assessing target zone credibility 1993Devaluation Expectations: The Swedish Krona 1985-92 1994Why exchange rate bands?1995A Model of the Bimetallic System 1997A new indicator to assess the credibility of the EMS 1993The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities

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

1990The Foreign Exchange Risk Premium in a Target Zone with Devaluation Riskreport · 13 shared references 1992Target zones and forward rates in a model with repeated realignmentsarticle · 9 shared references 1995Chapter 37 Puzzles in international financial marketschapter · 8 shared references 1994Stochastic trends and jumps in EMS exchange ratesarticle · 8 shared references 1995Chapter 36 The operation and collapse of fixed exchange rate regimeschapter · 8 shared references 1995Target zone models with stochastic realignments: an econometric evaluationarticle · 7 shared references

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Year1992

Typearticle

Published1992-08-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations112

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/0022-1996(92)90048-o

openalex_workW3021531228

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1996

A reexamination of the uncovered interest rate parity hypothesis

1993French-German Interest Rate Differentials and Time-Varying Realignment Risk