The missing risk premium in exchange rates

Article (Scientific journals)

Penasse, Julien; Magnus, Dahlquist

2021 • In Journal of Financial Economics

Peer reviewed

Permalink
https://hdl.handle.net/10993/50062

DOI
10.1016/j.jfineco.2021.07.001

1-s2.0-S0304405X21003147-main.pdf

Publisher postprint (1 MB)

All documents in ORBilu are protected by a user license.

Disciplines :

Finance

Author, co-author :

Penasse, Julien ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

Magnus, Dahlquist

External co-authors :

yes

Language :

English

Title :

The missing risk premium in exchange rates

Publication date :

July 2021

Journal title :

Journal of Financial Economics

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 27 January 2022

Number of views

37 (0 by Unilu)

Number of downloads

105 (0 by Unilu)

Scopus citations^®

Scopus citations^®
without self-citations

WoS citations^™