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Exchange rate risk premiums

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  • Cheng, Yin-Wong

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  • Cheng, Yin-Wong, 1993. "Exchange rate risk premiums," Journal of International Money and Finance, Elsevier, vol. 12(2), pages 182-194, April.
    • Handle: RePEc:eee:jimfin:v:12:y:1993:i:2:p:182-194
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    Cited by:

    1. Donggyu Sul, 1999. "Does Ex post uncovered interest differential reflect the degrees of capital mobility?," Applied Economics Letters, Taylor & Francis Journals, vol. 6(2), pages 97-102.
    2. repec:osu:osuewp:014 is not listed on IDEAS
    3. Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M., 2019. "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices," Economic Modelling, Elsevier, vol. 77(C), pages 92-112.
    4. Rosen Valchev, 2015. "Exchange Rates and UIP Violations at Short and Long Horizons," 2015 Meeting Papers 1446, Society for Economic Dynamics.
    5. Rosen Valchev, 2020. "Bond Convenience Yields and Exchange Rate Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 124-166, April.
    6. Mantzura, Ariel & Schreiber, Ben Z., 2019. "Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 438-457.
    7. Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.

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