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Fiscal Cyclicality and Currency Risk Premia
16 references·2 citing·45 second hop
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1991Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies2,069 cited
  • 1984Some Unpleasant Monetarist Arithmetic1,486 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 1994A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy1,058 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1994Monetary policy and price level determinacy in a cash-in-advance economy753 cited
  • 1993Consumption and real exchange rates in dynamic economies with non-traded goods750 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets531 cited
  • 2007Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S.528 cited
  • 2010A Habit‐Based Explanation of the Exchange Rate Risk Premium484 cited
  • 2015Rare Disasters and Exchange Rates *

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436 cited
  • 2001Prospective Deficits and the Asian Currency Crisis416 cited
  • Cited by

    • 2018US Fiscal Cycle and the Dollar36 cited
    • 2021The Economics of Currency Risk35 cited