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This book contains the proceedings of a conference held in honor of Robert P. Flood Jr....

This paper challenges the conventional view that foreign exchange risk premiums are small, not...

This paper constructs and analyzes an optimizing model of a highly-indebted small open economy....

This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf...

This paper aims to measure the risk premium on French equities during 1960-92 and to evaluate how...

We investigate the drivers of dynamics of major U.S. FX bilaterals. We first construct a novel...