| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Habit-Based Explanation of the Exchange Rate Risk Premium |
0 |
0 |
1 |
110 |
0 |
0 |
2 |
419 |
| A Habit-Based Explanation of the Exchange Rate Risk Premium |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
211 |
| A Habit-Based Explanation of the Exchange Rate Risk Premium |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
398 |
| A Habit-Based Explanation of the Exchange Rate Risk Premium |
0 |
0 |
0 |
98 |
0 |
1 |
7 |
402 |
| Common Risk Factors in Currency Markets |
0 |
0 |
3 |
31 |
0 |
0 |
6 |
189 |
| Common Risk Factors in Currency Markets |
0 |
0 |
1 |
319 |
0 |
1 |
5 |
1,189 |
| Countercyclical Currency Risk Premia |
0 |
0 |
0 |
96 |
1 |
2 |
3 |
365 |
| Crash Risk in Currency Markets |
0 |
0 |
2 |
42 |
1 |
1 |
9 |
244 |
| Crash Risk in Currency Markets |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
517 |
| Crash Risk in Currency Markets |
0 |
0 |
0 |
185 |
0 |
0 |
3 |
523 |
| Deviations from Covered Interest Rate Parity |
0 |
0 |
5 |
96 |
0 |
4 |
23 |
308 |
| Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? |
0 |
0 |
0 |
2 |
0 |
1 |
16 |
35 |
| Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
74 |
| Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? |
0 |
0 |
0 |
21 |
0 |
4 |
5 |
64 |
| Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market |
0 |
1 |
2 |
156 |
0 |
2 |
3 |
400 |
| International Disaster Risk, Business Cycles, and Exchange Rates |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
75 |
| International Risk Cycles |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
326 |
| Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
367 |
| Nominal Exchange Rate Stationarity and Long-Term Bond Returns |
0 |
1 |
1 |
18 |
1 |
2 |
3 |
44 |
| Nominal Exchange Rate Stationarity and Long-Term Bond Returns |
0 |
0 |
1 |
31 |
2 |
4 |
9 |
138 |
| Sovereign Risk Premia |
0 |
0 |
1 |
77 |
0 |
2 |
7 |
306 |
| THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
439 |
| The Cross-Section of Currency Risk Premia and US Consumption Growth Risk |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
494 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk |
0 |
0 |
0 |
86 |
1 |
1 |
3 |
301 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
147 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply |
0 |
0 |
0 |
140 |
0 |
0 |
1 |
361 |
| The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk |
0 |
0 |
1 |
52 |
1 |
1 |
2 |
219 |
| The Share of Systematic Variation in Bilateral Exchange Rates |
0 |
2 |
6 |
68 |
1 |
3 |
11 |
237 |
| The Term Structure of Currency Carry Trade Risk Premia |
0 |
0 |
0 |
51 |
0 |
0 |
6 |
152 |
| The Term Structure of Currency Carry Trade Risk Premia |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
79 |
| The Term Structure of Currency Carry Trade Risk Premia |
0 |
1 |
3 |
48 |
1 |
4 |
8 |
146 |
| The Wealth-Consumption Ratio |
1 |
2 |
2 |
89 |
1 |
2 |
5 |
559 |
| The Wealth-Consumption Ratio |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
109 |
| The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ |
0 |
0 |
0 |
99 |
1 |
1 |
3 |
296 |
| Uncertainty and International Capital Flows |
0 |
0 |
2 |
174 |
2 |
3 |
27 |
471 |
| Total Working Papers |
1 |
7 |
32 |
2,877 |
15 |
41 |
178 |
10,604 |
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