Risk Appetite and Exchange Rates

120 citations recorded by the source corpus.

Citations in the corpus

Exchange Rate Disconnect in General Equilibrium (2017, unknown): “…beliefs (Evans and Lyons 2002; Gourinchas and Tornell 2004; Bacchetta and van Wincoop 2006; Burnside et al. 2011), financial frictions (Adrian, Etula, and Shin 2015; Camanho, Hau, and Rey 2018), habits, long-run risk, and rare disasters (Verdelhan 2010; Colacito and Croce 2013; Farhi…”
World Asset Markets and the Global Financial Cycle (2015, unknown): “(2010), Shin et al. (2010), Etula (2013), Farhi and Werning BIB, Korinek and Jeanne BIB, Stein, Kiyotaki BIB Gertler BIB, Bernanke Gertler BIB, He and Krishnamurthy (2013), Brunnermeier and Sannikov (2014).”
Bond Liquidity Premia (2012, unknown): “The vector Xt contains other pre-determined economic or Adrian et al. (2010) aggregate balance sheet data from Agency and GSE-backed mortgages pools, Issuers of asset-backed securities, Finance companies and Funding corporations available for quarterly from the Federal Reserve Board’s Flow of Funds ”
Limits of Arbitrage (2010, unknown): “Since one share of the asset yields the same payoff as an investment of one dollar in riskless rate, the law of one price implies that the asset’s price should be one.”