&F) methodology that could be easily implemented on other markets, and that could also easily price other risk fundamentals. We raise …, alternative premiums for the size, book-to-market and momentum risk fundamentals. We compare these three risk premiums to the Fama …

before August 2007 to one driven by macro-fundamentals and international risk thereafter. The majority of EMU countries have …

We investigate the significance of fundamentals variables and uncertainty of appropriate models in one-, two-, four …-, and eight-quarter ahead forecasts of quarterly yen-dollar real exchange rates by using 16 fundamentals-based models and … the random walk model. Our empirical results show significance of fundamentals variables in two-, four-, and eight …