Matches in SemOpenAlex for { <https://semopenalex.org/work/W2006357024> ?p ?o ?g. }
- W2006357024 endingPage "980" @default.
- W2006357024 startingPage "957" @default.
- W2006357024 abstract "Abstract This paper solves a model consisting of two monetary economies with incomplete markets, in which agents are subject to borrowing constraints. The paper investigates if such a framework is able to account for the volatility and the size of the foreign exchange risk premium. The model succeeds in increasing substantially the volatility of the risk premium to about 30% of that in the data. However, this more volatile risk premium does not translate into sufficiently large predictable excess returns. It thus appears unlikely that excess returns from currency speculation can be uniquely explained by a time-varying risk premium in an incomplete-markets economy with exogenous borrowing constraints." @default.
- W2006357024 created "2016-06-24" @default.
- W2006357024 creator A5078819090 @default.
- W2006357024 date "2002-12-01" @default.
- W2006357024 modified "2023-09-27" @default.
- W2006357024 title "Incomplete markets, borrowing constraints, and the foreign exchange risk premium" @default.
- W2006357024 cites W1512934396 @default.
- W2006357024 cites W1583037332 @default.
- W2006357024 cites W1933529014 @default.
- W2006357024 cites W1978083110 @default.
- W2006357024 cites W1979886335 @default.
- W2006357024 cites W1983810143 @default.
- W2006357024 cites W1996189898 @default.
- W2006357024 cites W2002725163 @default.
- W2006357024 cites W2012697938 @default.
- W2006357024 cites W2014405898 @default.
- W2006357024 cites W2021782691 @default.
- W2006357024 cites W2025483505 @default.
- W2006357024 cites W2026605399 @default.
- W2006357024 cites W2037213827 @default.
- W2006357024 cites W2040960442 @default.
- W2006357024 cites W2042215199 @default.
- W2006357024 cites W2053289371 @default.
- W2006357024 cites W2054668861 @default.
- W2006357024 cites W2057329770 @default.
- W2006357024 cites W2064194927 @default.
- W2006357024 cites W2069540653 @default.
- W2006357024 cites W2076948364 @default.
- W2006357024 cites W2088255571 @default.
- W2006357024 cites W2090033795 @default.
- W2006357024 cites W2092371901 @default.
- W2006357024 cites W2096218604 @default.
- W2006357024 cites W2107958788 @default.
- W2006357024 cites W2128754415 @default.
- W2006357024 cites W2140723714 @default.
- W2006357024 cites W2146000914 @default.
- W2006357024 cites W2159013641 @default.
- W2006357024 cites W2165613656 @default.
- W2006357024 cites W2570834760 @default.
- W2006357024 cites W3097259473 @default.
- W2006357024 cites W3110636891 @default.
- W2006357024 cites W3121390222 @default.
- W2006357024 cites W3121497095 @default.
- W2006357024 cites W3121619005 @default.
- W2006357024 cites W3121974517 @default.
- W2006357024 cites W3122056477 @default.
- W2006357024 cites W3122280127 @default.
- W2006357024 cites W3122701803 @default.
- W2006357024 cites W3123326180 @default.
- W2006357024 cites W3124018523 @default.
- W2006357024 cites W3124299806 @default.
- W2006357024 cites W3124354219 @default.
- W2006357024 cites W3124524672 @default.
- W2006357024 cites W3125088510 @default.
- W2006357024 cites W3125360998 @default.
- W2006357024 cites W3125822692 @default.
- W2006357024 doi "https://doi.org/10.1016/s0261-5606(02)00016-5" @default.
- W2006357024 hasPublicationYear "2002" @default.
- W2006357024 type Work @default.
- W2006357024 sameAs 2006357024 @default.
- W2006357024 citedByCount "5" @default.
- W2006357024 countsByYear W20063570242013 @default.
- W2006357024 countsByYear W20063570242014 @default.
- W2006357024 countsByYear W20063570242016 @default.
- W2006357024 countsByYear W20063570242018 @default.
- W2006357024 crossrefType "journal-article" @default.
- W2006357024 hasAuthorship W2006357024A5078819090 @default.
- W2006357024 hasBestOaLocation W20063570242 @default.
- W2006357024 hasConcept C106159729 @default.
- W2006357024 hasConcept C109354906 @default.
- W2006357024 hasConcept C133425853 @default.
- W2006357024 hasConcept C151541453 @default.
- W2006357024 hasConcept C162324750 @default.
- W2006357024 hasConcept C165556158 @default.
- W2006357024 hasConcept C2983132609 @default.
- W2006357024 hasConcept C536366893 @default.
- W2006357024 hasConcept C556758197 @default.
- W2006357024 hasConceptScore W2006357024C106159729 @default.
- W2006357024 hasConceptScore W2006357024C109354906 @default.
- W2006357024 hasConceptScore W2006357024C133425853 @default.
- W2006357024 hasConceptScore W2006357024C151541453 @default.
- W2006357024 hasConceptScore W2006357024C162324750 @default.
- W2006357024 hasConceptScore W2006357024C165556158 @default.
- W2006357024 hasConceptScore W2006357024C2983132609 @default.
- W2006357024 hasConceptScore W2006357024C536366893 @default.
- W2006357024 hasConceptScore W2006357024C556758197 @default.
- W2006357024 hasIssue "7" @default.
- W2006357024 hasLocation W20063570241 @default.
- W2006357024 hasLocation W20063570242 @default.
- W2006357024 hasOpenAccess W2006357024 @default.
- W2006357024 hasPrimaryLocation W20063570241 @default.
- W2006357024 hasRelatedWork W1480957125 @default.
- W2006357024 hasRelatedWork W1974886675 @default.
- W2006357024 hasRelatedWork W2018396755 @default.
- W2006357024 hasRelatedWork W2041798681 @default.
- W2006357024 hasRelatedWork W2070227982 @default.
- W2006357024 hasRelatedWork W2206640606 @default.
- W2006357024 hasRelatedWork W2952180097 @default.