Obstfeld,M·,and K·Rogoff·.Risk and Exchange Rates. NBER Working PaperNo·6694· . 1998Obstfeld, Maurice, and Kenneth Rogoff. 2002. "Risk and Exchange Rates." In Contemporary Economic Policy: Essays in Honor of Assaf Razin, edited by Elhanan Helpman and Effraim Sadka. Cambridge: Cambridge...
Exchange Rates, Interest Rates, and the Risk Premium 来自 ideas.repec.org 喜欢 0 阅读量: 447 作者: Charles Engel 摘要: The well-known uncovered interest parity puzzle arises from the empirical regularity that, among developed country pairs, the high interest rate country tends t DOI: info:...
the financial risk arising from an asset or liability that is denominated in a foreign currency and is affected by variations in exchange rates with the domestic currency 例句 释义: 全部,汇率风险,汇兑风险,外汇风险 更多例句筛选 1. To boost yield, many funds do not hedge exchange-rate risk but...
Exchange Rates—rate risk. 青云英语翻译 请在下面的文本框内输入文字,然后点击开始翻译按钮进行翻译,如果您看不到结果,请重新翻译! 选择语言:从中文简体中文翻译英语日语韩语俄语德语法语阿拉伯文西班牙语葡萄牙语意大利语荷兰语瑞典语希腊语捷克语丹麦语匈牙利语希伯来语波斯语挪威语乌尔都语罗马尼亚语土耳其语波兰语到...
Exchange rate changes have the potential to substantially affect the competitive situation of firms that trade internationally. Large literatures examine links between exchange rates and issues such as prices and price setting currencies [see e.g. Burstein and Gopinath (2014)], investments [see e.g...
The model accommodates the presence of risk premia between short- and long-term bonds. The difference in risk premium between international bond markets produces imbalances between their yields and is responsible for the differences in equilibrium between the future spot exchange rate and the ...
This paper examines the sensitivity of financial sector stock returns to two risk factors 鈥interest rates (both long-term and short-term) and exchange rates. Specifically we investigate the impact of the European Union and the introduction of the euro on European financial sector risk in the fra...
2020, Applied Economics RMB exchange rates and volatility spillover across financial markets in China and Japan 2018, Risks Managing currency risk: How Japanese firms choose invoicing currency 2018, Managing Currency Risk: How Japanese Firms Choose Invoicing Currency View all citing articles on Scopus☆...
Exchange Rate Variability and the Slowdown in Growth of International Trade The growth rate of international trade among industrial countries has declined by more than half since the inception of floating exchange rates. To explain the slowdown, the effects of exchange rate volatility are separated fro...
Exchange Rate Risk and the Bid-Ask Spread: A Seven Country Comparison University of Alberta Discussion Paper 85-5 (April 1987) Paul Boothe et al. The Statistical Distribution of Exchange Rates: Empirical Evidence and Economic Implications Journal of International Economics (1987)View more references...