FOREX risk premia and policy uncertainty: A recursive utility analysis.
No === We compare actual and calibrated values for the foreign exchange risk premium based on the definition in [J. Int. Econ. 32 (1992) 305]. Calibrated values are found from within a dynamic stochastic general equilibrium model of a small open economy consisting of risk averse optimizing agents wi...
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| Language: | en |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10454/3135 |