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Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Source: Currency Risk Premia in Global Stock Markets

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

DOI: http://dx.doi.org/10.5089/9781451864540.001

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

Intervention, Interest Rates, and Charts
			: Three Essays in International Finance

Intervention, Interest Rates, and Charts : Three Essays in International Finance »

Volume/Issue: 1991/106

Series: IMF Working Papers

Author(s): Mark Taylor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1991

DOI: http://dx.doi.org/10.5089/9781451947038.001

ISBN: 9781451947038

Keywords: foreign exchange, exchange rate, exchange rates, foreign exchange market, financial markets

This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and ov...

Official Intervention in the Foreign Exchange Market
			: Elements of Best Practice

Official Intervention in the Foreign Exchange Market : Elements of Best Practice »

Volume/Issue: 2003/152

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , Cem Karacadag , and Roberto Guimarães

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

DOI: http://dx.doi.org/10.5089/9781451857115.001

ISBN: 9781451857115

Keywords: foreign exchange intervention, exchange rate, central bank, central banks, foreign exchange market, Financial Institutions and Services: Government Policy and Regulation,

This paper offers guidance on the operational aspects of official intervention in the foreign exchange market, particularly in developing countries with flexible exchange rate regimes. A brief survey of the literat...

Intervention, Interest Rates, and Charts

Intervention, Interest Rates, and Charts »

Source: Intervention, Interest Rates, and Charts : Three Essays in International Finance

Volume/Issue: 1991/106

Series: IMF Working Papers

Author(s): Mark Taylor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1991

ISBN: 9781451947038

Keywords: foreign exchange, exchange rate, exchange rates, foreign exchange market, financial markets

This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and ov...

Official Intervention in the Foreign Exchange Market

Official Intervention in the Foreign Exchange Market »

Source: Official Intervention in the Foreign Exchange Market : Elements of Best Practice

Volume/Issue: 2003/152

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , Cem Karacadag , and Roberto Guimarães

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

ISBN: 9781451857115

Keywords: foreign exchange intervention, exchange rate, central bank, central banks, foreign exchange market, Financial Institutions and Services: Government Policy and Regulation,

This paper offers guidance on the operational aspects of official intervention in the foreign exchange market, particularly in developing countries with flexible exchange rate regimes. A brief survey of the literat...