Foreign currency debt, risk premia and macroeconomic volatility

European Economic Review

Volumn 55, Issue 3, 2011, Pages 371-385

  Korinek, Anton ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

Amplification; E44; F34; F41; Foreign currency debt; Risk premia; Volatility

Indexed keywords

CURRENCY MARKET; DEBT; EXCHANGE RATE; FINANCIAL MARKET; LENDING BEHAVIOR; MACROECONOMICS; RISK ASSESSMENT;

EID: 79952183693     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.euroecorev.2010.12.008     Document Type: Review

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