Matches in SemOpenAlex for { <https://semopenalex.org/work/W2548983279> ?p ?o ?g. }
- W2548983279 abstract "We study empirically the relation between currency excess returns and macro uncertainty, measured as forecast dispersion, on a wide set of economic indicators. We find that investment currencies deliver low returns whereas funding currencies offer a hedge when current account uncertainty is unexpectedly high. In contrast, uncertainty over other economic indicators displays a weak relation with the cross-section of currency returns. Moreover, an increase in current account uncertainty is associated with positive (negative) expected excess returns on investment (funding) currencies. This mechanism is consistent with the recent advances in exchange rate theory based on capital flows in imperfect financial markets." @default.
- W2548983279 created "2016-11-11" @default.
- W2548983279 creator A5053949633 @default.
- W2548983279 creator A5065364602 @default.
- W2548983279 date "2017-01-01" @default.
- W2548983279 modified "2023-09-29" @default.
- W2548983279 title "Macro Uncertainty and Currency Premia" @default.
- W2548983279 cites W132792195 @default.
- W2548983279 cites W1984036500 @default.
- W2548983279 cites W2011900829 @default.
- W2548983279 cites W2013747597 @default.
- W2548983279 cites W2052070544 @default.
- W2548983279 cites W2063796370 @default.
- W2548983279 cites W2070956094 @default.
- W2548983279 cites W2093796309 @default.
- W2548983279 cites W2097996439 @default.
- W2548983279 cites W2099254254 @default.
- W2548983279 cites W2103650532 @default.
- W2548983279 cites W2104795328 @default.
- W2548983279 cites W2108446661 @default.
- W2548983279 cites W2113208252 @default.
- W2548983279 cites W2117178635 @default.
- W2548983279 cites W2118524538 @default.
- W2548983279 cites W2128965010 @default.
- W2548983279 cites W2140138058 @default.
- W2548983279 cites W2144836007 @default.
- W2548983279 cites W2155449817 @default.
- W2548983279 cites W2167926373 @default.
- W2548983279 cites W2170415678 @default.
- W2548983279 cites W2170530643 @default.
- W2548983279 cites W2223042430 @default.
- W2548983279 cites W2257520161 @default.
- W2548983279 cites W2315462057 @default.
- W2548983279 cites W2328867954 @default.
- W2548983279 cites W2890840156 @default.
- W2548983279 cites W2937235655 @default.
- W2548983279 cites W3096016272 @default.
- W2548983279 cites W3121243293 @default.
- W2548983279 cites W3121375825 @default.
- W2548983279 cites W3121483912 @default.
- W2548983279 cites W3121854183 @default.
- W2548983279 cites W3122390101 @default.
- W2548983279 cites W3122452572 @default.
- W2548983279 cites W3122597427 @default.
- W2548983279 cites W3122622435 @default.
- W2548983279 cites W3123647737 @default.
- W2548983279 cites W3123683947 @default.
- W2548983279 cites W3123993840 @default.
- W2548983279 cites W3124036083 @default.
- W2548983279 cites W3124083532 @default.
- W2548983279 cites W3124110242 @default.
- W2548983279 cites W3124275992 @default.
- W2548983279 cites W3124949184 @default.
- W2548983279 cites W3125039561 @default.
- W2548983279 cites W3125232265 @default.
- W2548983279 cites W3125317439 @default.
- W2548983279 cites W3126081245 @default.
- W2548983279 cites W3126121129 @default.
- W2548983279 cites W3126132647 @default.
- W2548983279 cites W4213212567 @default.
- W2548983279 cites W4236290419 @default.
- W2548983279 cites W4239131321 @default.
- W2548983279 cites W4240244460 @default.
- W2548983279 doi "https://doi.org/10.2139/ssrn.2924766" @default.
- W2548983279 hasPublicationYear "2017" @default.
- W2548983279 type Work @default.
- W2548983279 sameAs 2548983279 @default.
- W2548983279 citedByCount "15" @default.
- W2548983279 countsByYear W25489832792017 @default.
- W2548983279 countsByYear W25489832792018 @default.
- W2548983279 countsByYear W25489832792019 @default.
- W2548983279 countsByYear W25489832792020 @default.
- W2548983279 countsByYear W25489832792021 @default.
- W2548983279 countsByYear W25489832792022 @default.
- W2548983279 crossrefType "journal-article" @default.
- W2548983279 hasAuthorship W2548983279A5053949633 @default.
- W2548983279 hasAuthorship W2548983279A5065364602 @default.
- W2548983279 hasBestOaLocation W25489832792 @default.
- W2548983279 hasConcept C106159729 @default.
- W2548983279 hasConcept C141121606 @default.
- W2548983279 hasConcept C149782125 @default.
- W2548983279 hasConcept C162324750 @default.
- W2548983279 hasConcept C166955791 @default.
- W2548983279 hasConcept C199360897 @default.
- W2548983279 hasConcept C41008148 @default.
- W2548983279 hasConcept C556758197 @default.
- W2548983279 hasConceptScore W2548983279C106159729 @default.
- W2548983279 hasConceptScore W2548983279C141121606 @default.
- W2548983279 hasConceptScore W2548983279C149782125 @default.
- W2548983279 hasConceptScore W2548983279C162324750 @default.
- W2548983279 hasConceptScore W2548983279C166955791 @default.
- W2548983279 hasConceptScore W2548983279C199360897 @default.
- W2548983279 hasConceptScore W2548983279C41008148 @default.
- W2548983279 hasConceptScore W2548983279C556758197 @default.
- W2548983279 hasLocation W25489832791 @default.
- W2548983279 hasLocation W25489832792 @default.
- W2548983279 hasOpenAccess W2548983279 @default.
- W2548983279 hasPrimaryLocation W25489832791 @default.
- W2548983279 hasRelatedWork W1992759142 @default.
- W2548983279 hasRelatedWork W2017743522 @default.