Discussion paper DP19470 Reassessing Sources of Risk Premiums in Currency Markets Mikhail Chernov Magnus Dahlquist Lars Lochstoer 12 Sep 2024 International Macroeconomics and Finance Asset Pricing F31 G12 G15
Discussion paper DP19265 Explaining the Great Moderation Exchange Rate Volatility Puzzle Vania Stavrakeva Jenny Tang 18 Jul 2024 International Macroeconomics and Finance E44 F31 G15
Discussion paper DP15571 Pricing Currency Risks Mikhail Chernov Magnus Dahlquist Lars Lochstoer 17 Dec 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15