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JEL: F31 - Foreign Exchange
Journal Article
Currency Risk Premiums Redux
The Review of Financial Studies, Volume 37, Issue 2, February 2024, Pages 356–408, https://doi.org/10.1093/rfs/hhad049
Published: 02 June 2023
Journal Article
When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets Get access
The Review of Financial Studies, Volume 36, Issue 10, October 2023, Pages 4190–4232, https://doi.org/10.1093/rfs/hhad028
Published: 18 April 2023
Journal Article
Are Intermediary Constraints Priced? Get access
The Review of Financial Studies, Volume 36, Issue 4, April 2023, Pages 1464–1507, https://doi.org/10.1093/rfs/hhac050
Published: 09 August 2022
Journal Article
Covered Interest Parity Arbitrage
The Review of Financial Studies, Volume 35, Issue 11, November 2022, Pages 5185–5227, https://doi.org/10.1093/rfs/hhac026
Published: 18 May 2022
Journal Article
Sovereign Risk, Currency Risk, and Corporate Balance Sheets Get access
The Review of Financial Studies, Volume 35, Issue 10, October 2022, Pages 4587–4629, https://doi.org/10.1093/rfs/hhac001
Published: 07 January 2022
Journal Article
Foreign Exchange Volume Get access
The Review of Financial Studies, Volume 35, Issue 5, May 2022, Pages 2386–2427, https://doi.org/10.1093/rfs/hhab095
Published: 19 September 2021
Journal Article
Volatility Risk Pass-Through Get access
The Review of Financial Studies, Volume 35, Issue 5, May 2022, Pages 2345–2385, https://doi.org/10.1093/rfs/hhab096
Published: 07 September 2021
Journal Article
Fiscal Cyclicality and Currency Risk Premia Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1527–1552, https://doi.org/10.1093/rfs/hhab061
Published: 21 May 2021
Journal Article
Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging Get access
The Review of Financial Studies, Volume 34, Issue 9, September 2021, Pages 4177–4215, https://doi.org/10.1093/rfs/hhaa123
Published: 27 October 2020
Journal Article
The PPP View of Multihorizon Currency Risk Premiums Get access
The Review of Financial Studies, Volume 34, Issue 6, June 2021, Pages 2728–2772, https://doi.org/10.1093/rfs/hhaa114
Published: 29 September 2020
Journal Article
Measuring Sovereign Bond Market Integration Get access
The Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3446–3491, https://doi.org/10.1093/rfs/hhz107
Published: 19 September 2019
Journal Article
Gravity in the Exchange Rate Factor Structure Get access
The Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3492–3540, https://doi.org/10.1093/rfs/hhz103
Published: 12 September 2019
Journal Article
On the Asset Market View of Exchange Rates Get access
The Review of Financial Studies, Volume 33, Issue 1, January 2020, Pages 239–260, https://doi.org/10.1093/rfs/hhz049
Published: 25 May 2019
Journal Article
Implications of Incomplete Markets for International Economies Get access
The Review of Financial Studies, Volume 31, Issue 10, October 2018, Pages 4017–4062, https://doi.org/10.1093/rfs/hhx120
Published: 23 October 2017
Journal Article
Government Intervention and Arbitrage Get access
The Review of Financial Studies, Volume 31, Issue 9, September 2018, Pages 3344–3408, https://doi.org/10.1093/rfs/hhx074
Published: 11 July 2017
Journal Article
Understanding FX Liquidity Get access
The Review of Financial Studies, Volume 28, Issue 11, November 2015, Pages 3073–3108, https://doi.org/10.1093/rfs/hhv029
Published: 13 May 2015
Journal Article
Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change Get access
The Review of Financial Studies, Volume 23, Issue 4, April 2010, Pages 1681–1717, https://doi.org/10.1093/rfs/hhp095
Published: 03 December 2009
Journal Article
An Economic Evaluation of Empirical Exchange Rate Models Get access
The Review of Financial Studies, Volume 22, Issue 9, September 2009, Pages 3491–3530, https://doi.org/10.1093/rfs/hhn058
Published: 13 June 2008
