Breaking Parity: Equilibrium Exchange Rates and Currency Premia
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https://www.nber.org/papers/w34443
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资源简介：
We offer a unifying empirical model of covered and uncovered currency premia, interest rates and spot and forward exchange rates, both in the cross section and time series of currencies. We find that the rich empirical patterns are in line with a partial equilibrium model of the currency market,
提供机构：
美国国家经济研究局
创建时间：
2025-11-01
