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Records found: 25

DP16555	Exchange Rate Disconnect and the General Equilibrium Puzzle Author(s): Yu-Chin Chen, Ippei Fujiwara and Yasuo Hirose Published: September 2021
DP16392	Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia Author(s): Ilias Filippou and Mark Taylor Published: July 2021
DP16389	The Correlation Risk Premium: International Evidence Author(s): Gonçalo Faria, Robert Kosowski and Tianyu Wang Published: July 2021
DP16365	International Yield Co-movements Author(s): Geert Bekaert and Andrey Ermolov Published: July 2021
DP16058	Exchange Rates and Sovereign Risk Author(s): Pasquale Della Corte, Lucio Sarno, Maik Schmeling and Christian Wagner Published: April 2021
DP16049	Media Sentiment and Currency Reversals Author(s): Ilias Filippou, Mark Taylor and Zigan Wang Published: April 2021
DP15872	A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar Author(s): Charles M Engel, Ekaterina Kazakova, Mengqi Wang and Nan Xiang Published: March 2021
DP15733	The Macroeconomics of Financial Speculation Author(s): Alp Simsek Published: January 2021
DP15571	Pricing Currency Risks Author(s): Mikhail Chernov, Magnus Dahlquist and Lars Lochstoer Published: December 2020
DP14440	The Side Effects of Safe Asset Creation Author(s): Sushant Acharya and Keshav Dogra Published: February 2020
DP14361	The Choice Channel of Financial Innovation Author(s): Felipe Saraiva Iachan, Plamen T. Nenov and Alp Simsek Published: January 2020
DP14015	Business Cycles and Currency Returns Author(s): Ric Colacito, Steven Riddiough and Lucio Sarno Published: September 2019
DP13873	Correlation Risk, Strings and Asset Prices Author(s): Walter Distaso, Antonio Mele and Grigory Vilkov Published: July 2019
DP13856	Stock Market Wealth and the Real Economy: A Local Labor Market Approach Author(s): Gabriel Chodorow-Reich, Plamen T. Nenov and Alp Simsek Published: July 2019
DP13835	Forward-Looking Policy Rules and Currency Premia Author(s): Ilias Filippou and Mark Taylor Published: July 2019
DP13815	A Risk-centric Model of Demand Recessions and Speculation Author(s): Ricardo Caballero and Alp Simsek Published: June 2019
DP13709	Risky Bank Guarantees Author(s): Taneli Makinen, Lucio Sarno and Gabriele Zinna Published: May 2019
DP13514	Sovereign Bonds since Waterloo Author(s): Josefin Meyer, Carmen M. Reinhart and Christoph Trebesch Published: February 2019
DP13019	Tactical Target Date Funds Author(s): Francisco J Gomes, Alexander Michaelides and Yuxin Zhang Published: June 2018
DP12760	Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018
DP12509	The Rate of Return on Everything, 1870-2015 Author(s): Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor Published: December 2017
DP12275	Monetary Policy and Asset Valuation Author(s): Francesco Bianchi, Martin Lettau and Sydney C. Ludvigson Published: September 2017
DP12137	The Exchange Rate as an Instrument of Monetary Policy Author(s): Jonas Heipertz, Ilian Mihov and Ana Maria Santacreu Published: July 2017
DP11839	International Spillovers and Local Credit Cycles Author(s): Yusuf Soner Baskaya, Julian di Giovanni, Sebnem Kalemli-Özcan and Mehmet Fatih Ulu Published: February 2017
DP11740	Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Author(s): Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian Published: January 2017

Records Found 25