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