Search
Feedback
About
Help
News
Book
Year: 1994 Publisher: Stockholm: University of Stockholm. Institute for international economic studies,
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 2004 Publisher: London Centre For Economic Policy Research, Financial Economics. Discussion Paper Nr. 4609 September 2004
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 1994 Publisher: Stockholm : University of Stockholm. Institute for international economic studies,
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 1994 Publisher: Stockholm: University of Stockholm. Institute for international economic studies,
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Digital
Year: 2004 Publisher: Cambridge, Mass. NBER
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 1999 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 2166. Financial Economics
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 2012 Publisher: London Centre For Economic Policy Research
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 2006 Publisher: London Centre For Economic Policy Research, Financial Economics. Discussion Paper Nr.6005. December 2006
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
Book
Year: 2023 Publisher: Cambridge, Mass. National Bureau of Economic Research
Abstract | Keywords | Export | Availability | Bookmark
Loading...Choose an application
- Reference Manager
- EndNote
- RefWorks (Direct export to RefWorks)
We review the literature on multi-horizon currency risk premiums. We show how the multi-horizon implications arise from the classic present-value relationship. We further show how these implications manifest themselves in the interaction between bond and currency risk premiums. This link is strengthened by explicitly accounting for stochastic discount factors. Information about currency risk premiums at different horizons presents a wealth of new evidence and challenges for existing models.