Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

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

16 references·16 citing·45 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
1991Target Zones and Exchange Rate Dynamics1,089 cited
1990Anomalies: Foreign Exchange902 cited
2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
1984Exchange Rate Theory and Practice498 cited
1984The Specification and Influence of Asset Markets367 cited
1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
1990Target Zones and Realignments297 cited
1990‘First-order’ risk aversion and the equity premium puzzle285 cited
1984Jump Risks and the Intertemporal Capital Asset Pricing Model245 cited
1988The empirical evidence on the efficiency of forward and futures foreign exchange markets235 cited
1988Jump-Diffusion Processes and the Term Structure of Interest Rates200 cited
1989Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach135 cited
1991Exchange-rate dynamics under stochastic regime shifts131 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1990International Policy Coordination and Exchange Rate Fluctuations121 cited

Cited by

1993Assessing target zone credibility109 cited
1993Devaluation Expectations: The Swedish Krona 1985-9267 cited
1994Why exchange rate bands?62 cited
1995A Model of the Bimetallic System58 cited
1997A new indicator to assess the credibility of the EMS54 cited
1993The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities52 cited
1996A reexamination of the uncovered interest rate parity hypothesis50 cited
1993French-German Interest Rate Differentials and Time-Varying Realignment Risk47 cited
1998Soft Exchange Rate Bands and Speculative Attacks: Theory, and Evidence from the Erm Since August 199345 cited
1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime43 cited
1995Target zone models with stochastic realignments: an econometric evaluation43 cited
2005Assessing the credibility of a target zone: evidence from the EMS41 cited
2011EXCHANGE RATE TARGET ZONES: A SURVEY OF THE LITERATURE34 cited
2006Dynamics of Intra-EMS Interest Rate Linkages32 cited
1996Interest rate parity and foreign exchange risk premia in the ERM32 cited
2000The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries31 cited