The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
收藏NBER2005-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11104
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资源简介：
Aggregate consumption growth risk explains why low interest rate currencies do not appreciate as much as the interest rate differential and why high interest rate currencies do not depreciate as much as the interest rate differential. We sort foreign T-bills into portfolios based on the nominal
提供机构：
美国国家经济研究局
创建时间：
2005-02-01
