The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk
收藏NBER1990-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3466
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资源简介：
The foreign exchange risk premium in an exchange rate target zone regime with devaluation/realignment risks is derived. In contrast to previous literature, the exchange rate's heteroscedasticity within the bard, as well as a separate devaluation/realignment risk, is taken into account. The risk
提供机构：
美国国家经济研究局
创建时间：
1990-10-01
