The US monetary policy regime, interest differentials, and dollar exchange rate risk premia

Journal of International Money and Finance ◽

10.1016/0261-5606(89)90019-3 ◽

1989 ◽

Vol 8 (1) ◽

pp. 137-145 ◽

Author(s):

Michael T. Belongia ◽

Mack Ott

Keyword(s):

Monetary Policy ◽

Exchange Rate ◽

Risk Premia ◽

Exchange Rate Risk ◽

Policy Regime ◽

Dollar Exchange Rate ◽

Rate Risk ◽

The Us ◽

Interest Differentials ◽

Us Monetary Policy

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The U. S. Monetary Policy Regime, Interest Differentials and Dollar Exchange Rate Risk Premia

10.20955/wp.1987.009 ◽

1987 ◽

Author(s):

Michael T. Belongia ◽

Mack Ott

Keyword(s):

Monetary Policy ◽

Exchange Rate ◽

Risk Premia ◽

Exchange Rate Risk ◽

Policy Regime ◽

Dollar Exchange Rate ◽

Rate Risk ◽

Interest Differentials

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Analysis of Time Varying Exchange Rate Risk Premia

Advances in Quantitative Asset Management - Studies in Computational Finance ◽

10.1007/978-1-4615-4389-3_11 ◽

2000 ◽

pp. 255-273 ◽

Author(s):

Ramaprasad Bhar ◽

Carl Chiarella

Keyword(s):

Exchange Rate ◽

Risk Premia ◽

Exchange Rate Risk ◽

Time Varying ◽

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Asset price based estimates of sterling exchange rate risk premia

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2005.10.005 ◽

2006 ◽

Vol 25 (1) ◽

pp. 71-92 ◽

Author(s):

Jan J.J. Groen ◽

Ravi Balakrishnan

Keyword(s):

Exchange Rate ◽

Asset Price ◽

Risk Premia ◽

Exchange Rate Risk ◽

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Asset Price Based Estimates of Sterling Exchange Rate Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.724022 ◽

2005 ◽

Author(s):

Jan J. J. Groen ◽

Ravi Balakrishnan

Keyword(s):

Exchange Rate ◽

Asset Price ◽

Risk Premia ◽

Exchange Rate Risk ◽

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A latent factor model of European exchange rate risk premia

International Journal of Finance & Economics ◽

10.1002/(sici)1099-1158(199907)4:3<217::aid-ijfe102>3.0.co;2-q ◽

1999 ◽

Vol 4 (3) ◽

pp. 217-227

Author(s):

Annika Alexius ◽

Peter Sellin

Keyword(s):

Exchange Rate ◽

Factor Model ◽

Risk Premia ◽

Exchange Rate Risk ◽

Latent Factor ◽

Rate Risk ◽

Latent Factor Model

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Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate

International Economic Journal ◽

10.1080/10168737.2016.1221248 ◽

2016 ◽

Vol 30 (3) ◽

pp. 360-378

Author(s):

Young Se Kim ◽

Gwi Hwan Seol

Keyword(s):

Monetary Policy ◽

Exchange Rate ◽

Regime Shifts ◽

Uncovered Interest Parity ◽

Policy Regime ◽

Dollar Exchange Rate ◽

Interest Parity ◽

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Exchange rate risk in the US stock market

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2011.08.003 ◽

2012 ◽

Vol 22 (1) ◽

pp. 137-150 ◽

Author(s):

Ding Du ◽

Ou Hu

Keyword(s):

Exchange Rate ◽

Stock Market ◽

Exchange Rate Risk ◽

Rate Risk ◽

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Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(00)00031-1 ◽

2000 ◽

Vol 10 (3-4) ◽

pp. 397-420 ◽

Author(s):

Chu-Sheng Tai

Keyword(s):

Exchange Rate ◽

Stock Returns ◽

Commercial Bank ◽

Risk Premia ◽

Exchange Rate Risk ◽

Time Varying ◽

Market Interest Rate ◽

The Us ◽

Bank Stock Returns ◽

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Does Hedging Tell the Full Story? Reconciling Differences in US Aggregate and Industry-Level Exchange Rate Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1138148 ◽

2008 ◽

Author(s):

Bill B. Francis ◽

Iftekhar Hasan ◽

Delroy M. Hunter

Keyword(s):

Exchange Rate ◽

Risk Premia ◽

Exchange Rate Risk ◽

Industry Level ◽

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Trade in Nominal Assets: Monetary Policy, and Price Level and Exchange Rate Risk

10.3386/w2417 ◽

1987 ◽

Author(s):

Lars E.O. Svensson

Keyword(s):

Monetary Policy ◽

Exchange Rate ◽

Price Level ◽

Exchange Rate Risk ◽

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