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Conditional Risk Premia in Currency Markets and Other Asset Classes. (2013). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
In: NBER Working Papers.
RePEc:nbr:nberwo:18844.

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Cited: 14

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Cites: 42

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  2. Information Aversion. (2017). Andries, Marianne ; Haddad, Valentin.
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    RePEc:tse:wpaper:28621.

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  3. Information Aversion. (2017). Andries, Marianne ; Haddad, Valentin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23958.

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  4. The price of freedom: Idiosyncratic currency devaluations. (2016). Stocker, Marshall L.
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    RePEc:eee:riibaf:v:38:y:2016:i:c:p:312-325.

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  5. Currency Value. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11324.

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  6. Dynamics of Exchange Rates and Capital Flows. (2015). Gabaix, Xavier ; Maggiori, Matteo .
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1104.

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  7. Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:488.

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  8. Information Aversion. (2014). Andries, Marianne ; Haddad, Valentin.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1091.

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  9. Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20062.

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  10. International Liquidity and Exchange Rate Dynamics. (2014). Maggiori, Matteo ; Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19854.

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  11. Crash-neutral currency carry trades. (2014). Jurek, Jakub W..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:3:p:325-347.

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  12. International Liquidity and Exchange Rate Dynamics. (2014). Maggiori, Matteo ; Gabaix, Xavier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9842.

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  13. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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  14. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19371.

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