Discussion paper DP18265 Currency risk premiums: A multi-horizon perspective Mikhail Chernov Magnus Dahlquist 3 Jul 2023 Asset Pricing E52 F31 G12 G15
Discussion paper DP17334 International Capital Markets and Wealth Transfers Magnus Dahlquist Christian Heyerdahl-Larsen Anna Pavlova Julien Penasse 29 May 2022 Financial Economics International Macroeconomics and Finance E43 F31 G12 G15
Discussion paper DP16058 Exchange Rates and Sovereign Risk Pasquale Della Corte Lucio Sarno Maik Schmeling Christian Wagner 20 Apr 2021 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP16049 Media Sentiment and Currency Reversals Ilias Filippou Mark Taylor Zigan Wang 18 Apr 2021 Financial Economics International Macroeconomics and Finance C38 C55 F31 G11 G41 Z13
Discussion paper DP14015 Business Cycles and Currency Returns Lucio Sarno Ric Colacito Steven Riddiough 20 Sep 2019 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP13835 Forward-Looking Policy Rules and Currency Premia Mark Taylor Ilias Filippou 1 Jul 2019 Financial Economics International Macroeconomics and Finance F31 G11 G15
Discussion paper DP11129 Currency Premia and Global Imbalances Pasquale Della Corte Steven Riddiough Lucio Sarno 22 Feb 2016 Financial Economics International Macroeconomics and Finance F31 F37 G12 G15