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Exchange Rate Determination: Risk and Flows

Paper Session

Saturday, Jan. 7, 2023 10:15 AM - 12:15 PM (CST)

Sheraton New Orleans, Estherwood
Hosted By: International Economics and Finance Society
  • Chair: Sebnem Kalemli-Ozcan, University of Maryland

Five Facts about the UIP Premium

Sebnem Kalemli-Ozcan
,
University of Maryland
Liliana Varela
,
London School of Economics

Abstract

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A Preferred-Habitat Model of Term Premia, Exchange Rates and Monetary Policy Spillovers

Pierre-Olivier Gourinchas
,
University of California-Berkeley
Walker Ray
,
London School of Economics
Dimitri Vayanos
,
London School of Economics

Abstract

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Exchange Rate Risk and Business Cycles

Emile Marin
,
University of California-Davis
Simon Lloyd
,
Bank of England

Abstract

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JEL Classifications
  • F3 - International Finance
  • F4 - Macroeconomic Aspects of International Trade and Finance