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The forward discount anomaly and the risk premium: A survey of recent evidence

. Journal of Empirical Finance, 3 (2): 123--192 (June 1996)

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Accounting for U.S. Real Exchange Rate Changes. Journal of Political Economy, 107 (3): 507--538 (152 06 1999)doi: 10.1086/250070.Tariffs and saving in a model with new generations, and . Journal of International Economics, 28 (1-2): 71--91 (February 1990)Can the Markov switching model forecast exchange rates?. Journal of International Economics, 36 (1-2): 151--165 (February 1994)Reliability of policy announcements and the effects of monetary policy. European Economic Review, 29 (2): 137--155 (1985)Can the markov switching model forecast exchange rates?. Working paper National Bureau of Economic Research, Cambridge, Mass., (1992)Endogenous exchange rate pass-through when nominal prices are set in advance, , and . Journal of International Economics, 63 (2): 263--291 (July 2004)Tests of conditional mean-variance efficiency of the U.S. stock market, , , and . Journal of Empirical Finance, 2 (1): 3--18 (March 1995)The U.S. current account deficit and the expected share of world output, and . Journal of Monetary Economics, 53 (5): 1063--1093 (July 2006)Expenditure switching versus real exchange rate stabilization: Competing objectives for exchange rate policy, and . Journal of Monetary Economics, 54 (8): 2346--2374 (November 2007)Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect, and . Journal of Monetary Economics, 49 (5): 913--940 (July 2002)