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Three Essays on the Empirical Analyses of Foreign Exchange Risk Premiums
Language: en
Pages: 428
Authors: Sheng-Yung Yang
Categories: Financial futures
Type: BOOK - Published: 2000 - Publisher:

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Three Essays in International Finance
Language: en
Pages: 132
Authors: Byong-Ju Lee
Categories:
Type: BOOK - Published: 2011 - Publisher: Stanford University

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This thesis consists of three essays on international finance. The first essay is "Exchange rates and Fundamentals". A new open interest rate parity condition t
Three Essays in International Finance
Language: en
Pages:
Authors: Byong-Ju Lee
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Type: BOOK - Published: 2011 - Publisher:

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This thesis consists of three essays on international finance. The first essay is "Exchange rates and Fundamentals". A new open interest rate parity condition t
Foreign Exchange Risk Premium
Language: en
Pages: 40
Authors: Mr.Lorenzo Giorgianni
Categories: Business & Economics
Type: BOOK - Published: 1997-04-01 - Publisher: International Monetary Fund

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This paper challenges the conventional view that foreign exchange risk premiums are small, not volatile, and unrelated to macroeconomic variables. For the Itali
Essays on Currency Risks and Returns
Language: en
Pages: 175
Authors: Jingyi Ren
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Type: BOOK - Published: 2019 - Publisher:

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Chapter 11 proposes using foreign exchange rate currency options with different strike prices and maturities to capture both currency risks and expectations, fo