Implications of Asset Market Data for Equilibrium Models of Exchange Rates
Year of publication: |
November 2023
|
---|---|
Authors: | Jiang, Zhengyang ; Krishnamurthy, Arvind ; Lustig, Hanno |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | CAPM |
Extent: | 1 Online-Ressource illustrations (black and white) |
---|---|
Series: | NBER working paper series ; no. w31851 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w31851 [DOI] |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk appetite and exchange rates
Adrian, Tobias, (2015)
-
Investor Attention to News on Financial Integration and Currency Returns
Filippou, Ilias, (2023)
-
The global factor structure of exchange rates
Korsaye, Sofonias Alemu, (2020)
- More ...
-
Foreign Safe Asset Demand and the Dollar Exchange Rate
Jiang, Zhengyang, (2018)
-
Dollar Safety and the Global Financial Cycle
Jiang, Zhengyang, (2020)
-
The Rest of the World's Dollar-Weighted Return on U.S. Treasurys
Jiang, Zhengyang, (2022)
- More ...