相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Imperfect Exchange Rate Expectations
Giacomo Candian et al.
REVIEW OF ECONOMICS AND STATISTICS (2023)
Exchange Rate Disconnect in General Equilibrium
Oleg Itskhoki et al.
JOURNAL OF POLITICAL ECONOMY (2021)
Bond risk premia in consumption-based models
Drew D. Creal et al.
QUANTITATIVE ECONOMICS (2020)
Economic momentum and currency returns
Magnus Dahlquist et al.
JOURNAL OF FINANCIAL ECONOMICS (2020)
FORWARD AND SPOT EXCHANGE RATES IN A MULTI-CURRENCY WORLD
Tarek A. Hassan et al.
QUARTERLY JOURNAL OF ECONOMICS (2019)
The Term Structure of Currency Carry Trade Risk Premia
Hanno Lustig et al.
AMERICAN ECONOMIC REVIEW (2019)
Sticky Expectations and the Profitability Anomaly
Jean-Philippe Bouchaud et al.
JOURNAL OF FINANCE (2019)
Short-Rate Expectations and Unexpected Returns in Treasury Bonds
Anna Cieslak
REVIEW OF FINANCIAL STUDIES (2018)
Deviations from Covered Interest Rate Parity
Wenxin Du et al.
JOURNAL OF FINANCE (2018)
Exchange Rates, Interest Rates, and the Risk Premium
Charles Engel
AMERICAN ECONOMIC REVIEW (2016)
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
Olivier Coibion et al.
AMERICAN ECONOMIC REVIEW (2015)
The scapegoat theory of exchange rates: the first tests
Marcel Fratzscher et al.
JOURNAL OF MONETARY ECONOMICS (2015)
Expectations of Returns and Expected Returns
Robin Greenwood et al.
REVIEW OF FINANCIAL STUDIES (2014)
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
Ravi Bansal et al.
REVIEW OF FINANCIAL STUDIES (2013)
Properties of foreign exchange risk premiums
Lucio Sarno et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
Cosmin Ilut
AMERICAN ECONOMIC JOURNAL-MACROECONOMICS (2012)
What Can Survey Forecasts Tell Us about Information Rigidities?
Olivier Coibion et al.
JOURNAL OF POLITICAL ECONOMY (2012)
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
Jonathan H. Wright
AMERICAN ECONOMIC REVIEW (2011)
Investor Overconfidence and the Forward Premium Puzzle
Craig Burnside et al.
REVIEW OF ECONOMIC STUDIES (2011)
Speculative capital and currency carry trades
Petri Jylha et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Common Risk Factors in Currency Markets
Hanno Lustig et al.
REVIEW OF FINANCIAL STUDIES (2011)
Differences in beliefs and currency risk premiums
Alessandro Beber et al.
JOURNAL OF FINANCIAL ECONOMICS (2010)
Heterogeneous Expectations and Bond Markets
Wei Xiong et al.
REVIEW OF FINANCIAL STUDIES (2010)
A Habit-Based Explanation of the Exchange Rate Risk Premium
Adrien Verdelhan
JOURNAL OF FINANCE (2010)
Predictability in financial markets: What do survey expectations tell us?
Philippe Bacchetta et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2009)
Can information heterogeneity explain the exchange rate determination puzzle?
Philippe Bacchetta et al.
AMERICAN ECONOMIC REVIEW (2006)
A consumption-based-model of the term structure of interest rates
JA Wachter
JOURNAL OF FINANCIAL ECONOMICS (2006)
Exchange rate puzzles and distorted beliefs
PO Gourinchas et al.
JOURNAL OF INTERNATIONAL ECONOMICS (2004)
Affine term structure models and the forward premium anomaly
DK Backus et al.
JOURNAL OF FINANCE (2001)
分享论文
