The present-value model of the exchange rate with a persistently time-varying risk premium : evidence from the Dollar-yen rate
Year of publication: |
2020
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Authors: | Shimizu, Makoto |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 31.2020, 5, p. 1037-1059
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Subject: | Exchange rate | Time-varying risk premium | Uncovered interest rate parity | Current account balance | Invoiced currency | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Wechselkurs | Leistungsbilanz | Current account | Schätzung | Estimation | Japan | Kanada | Canada |
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