流動性溢酬對匯率預測的能力和風險溢酬動態的影響

Business & Economics

1. Comovement 17%
2. Convenience Yield 73%
3. Currency Swap 26%
4. Deviation 14%
5. Economic Fundamentals 20%
6. Empirical Results 11%
7. Excess Volatility 23%
8. Exchange Economics 26%
9. Exchange Rate Determination 22%
10. Exchange Rates 48%
11. Foreign Exchange 17%
12. Government Bonds 58%
13. Interest Rate Differentials 21%
14. Liquidity 40%
15. Market Frictions 44%
16. Modeling 9%
17. Monetary Policy 24%
18. Monetary Policy Rules 21%
19. Persistence 15%
20. Predictability 21%
21. Predictive Power 35%
22. Present Value 18%
23. Present Value Model 23%
24. Real Exchange Rate 100%
25. Swaps 19%
26. Taylor Rule 41%
27. Zero Lower Bound 22%