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ArticleThe global factor structure of exchange rates

Sofonias Alemu Korsaye2023

Article2023

The global factor structure of exchange rates

Sofonias Alemu Korsaye · Fabio Trojani · Andrea Vedolin

23 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1973Risk, Return, and Equilibrium: Empirical Tests 1979Martingales and arbitrage in multiperiod securities markets 1989A Test of the Efficiency of a Given Portfolio 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence 1992On the Estimation of Beta-Pricing Models 2012Capital flow waves: Surges, stops, flight, and retrenchment 1983International Portfolio Choice and Corporation Finance: A Synthesis

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Year2023

Typearticle

Published2023-03-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2023.01.005

openalex_workW3142977419

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