Papers & Reviews

  • 30 Agosto 2017
Do managerial risk-taking incentives influence firms exchange rate exposure?

Keywords: Risk-taking Incentives, Managerial Compensation, Exchange Rate Exposure, Risk Management, Corporate Governance.

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  • 26 Junio 2017
The missing risk premium in exchange rates

Keywords: Currency returns, forward premium puzzle, present-value model, real exchange rates, uncovered interest rate parity.

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  • 23 Junio 2017
Where is the risk?

The forward premium bias, the carry-trade premium, and risk-reversals in general equilibrium.

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  • 30 Mayo 2017
Assessing the predictive ability of sovereign default risk on exchange rate returns

The inclusion of the default risk factor improves the forecasting accuracy upon the random walk model at short forecasting horizons.

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  • 27 Enero 2017
China’s growing influence on asian financial markets

Análisis del FMI sobre el impacto de la economía china afecta a los mercados financieros asiáticos.

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