The risk premium and the liquidity premium in foreign exchange markets
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Other versions of this item:
- Engel, Charles, 1992. "The Risk Premium and the Liquidity Premium in Foreign Exchange Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 871-879, November.
Citations
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Cited by:
- Lewis, Karen K., 1995.
"Puzzles in international financial markets,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 37, pages 1913-1971,
Elsevier.
- Lewis, K.K., 1994. "Puzzles in international Financial Markets," Weiss Center Working Papers 94-7, Wharton School - Weiss Center for International Financial Research.
- Karen K. Lewis, 1994. "Puzzles in International Financial Markets," NBER Working Papers 4951, National Bureau of Economic Research, Inc.
- Patrick Honohan & Charles Conroy, 1994. "Liquidity and Irish Interest Rates," Papers WP052, Economic and Social Research Institute (ESRI).
- Kevin X.D. Huang & Thaneepanichskul Suchada, 2003. "Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises," Annals of Economics and Finance, Society for AEF, vol. 4(2), pages 375-400, November.
- Engel, Charles, 1996.
"The forward discount anomaly and the risk premium: A survey of recent evidence,"
Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
- Charles Engel, 1995. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
- Honohan, Patrick & Conroy, Charles, 1994. "Irish Interest Rate Fluctuations in The European Monetary System," Research Series, Economic and Social Research Institute (ESRI), number GRS165.
- Schmukler, Sergio L. & Serven, Luis, 2002.
"Pricing currency risk : facts and puzzles from currency boards,"
Policy Research Working Paper Series
2815, The World Bank.
- Sergio L. Schmukler & Luis Serven, 2002. "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers 9047, National Bureau of Economic Research, Inc.
- Charles Engel & Steve Pak Yeung Wu, 2023.
"Liquidity and Exchange Rates: An Empirical Investigation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2395-2438.
- Engel, Charles & Wu, Steve Pak Yeung, 2018. "Liquidity and Exchange Rates - An Empirical Investigation," CEPR Discussion Papers 13401, C.E.P.R. Discussion Papers.
- Charles Engel & Steve Pak Yeung Wu, 2018. "Liquidity and Exchange Rates: An Empirical Investigation," NBER Working Papers 25397, National Bureau of Economic Research, Inc.
- Engel, Charles & Wu, Steve Pak Yeung, 2023. "Liquidity and Exchange Rates: An Empirical Investigation," University of California at San Diego, Economics Working Paper Series qt4z80w6cd, Department of Economics, UC San Diego.
- Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk under currency boards," Journal of Development Economics, Elsevier, vol. 69(2), pages 367-391, December.
- Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
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