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Dynamic trading strategies and portfolio choice
Bansal, Ravi (contributor); Dahlquist, Magnus (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003771636
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Dynamic trading strategies and portfolio choice
Bansal, Ravi; Dahlquist, Magnus; Harvey, Campbell R. - 2004
Persistent link: https://www.econbiz.de/10002360609
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Estimating the term structure of interest rates for monetary policy analysis
Dahlquist, Magnus - In: The Scandinavian journal of economics 98 (1996) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10001202145
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The missing risk premium in exchange rates
Dahlquist, Magnus; Penasse, Julien - 2017
Persistent link: https://www.econbiz.de/10011817659
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The missing risk premium in exchange rates
Dahlquist, Magnus; Pénasse, Julien - In: Journal of financial economics 143 (2022) 2, pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
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Individual Forecasts of Exchange Rates
Dahlquist, Magnus; Söderlind, Paul - 2022
We study the expectations of individual forecasters in the foreign exchange market. We find that the survey risk premium is less countercyclical than the rational risk premium, primarily because it is not related to the forward premium. We also find that forecasters learn from their own forecast...
Persistent link: https://www.econbiz.de/10013306182
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Individual Forecasts of Exchange Rates
Dahlquist, Magnus; Söderlind, Paul - 2023
We study the expectations of individual forecasters in the foreign exchange market. We find that the survey risk premium is less countercyclical than the rational risk premium, primarily because it is not related to the forward premium. We also find that forecasters learn from their own forecast...
Persistent link: https://www.econbiz.de/10014262851