New Evidence on the Portfolio Balance Approach to Currency Returns

Academic Article

Authors

  • Cavusoglu, Nevin
  • Goldberg, Michael
  • Stillwagon, Joshua

    • Publication Date

  • January 2019

    • Published In

    Keywords

  • Co-integrated VAR
  • International CAPM
  • Prospect Theory
  • Risk Premium
  • Survey Expectations

    • Issue

  • 89