The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates
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DOI: 10.1016/j.inteco.2020.12.005
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- Phornchanok Cumperayot & Roy Kouwenberg, 2021. "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, CEPII research center, issue 166, pages 167-176.
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More about this item
Keywords
Exchange rates; Fundamentals; Discount factor;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
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