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More Evidence on the Dollar Risk Premium in the Foreign Exchange Market
W.F.M. Bams
, K. Walkowiak
, C.C.P. Wolff
*
*
Corresponding author for this work
Finance
Graduate School of Business and Economics
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Keyphrases
Common Component
100%
Risk Premia
100%
Risk Premium
100%
Foreign Exchange Market
100%
Panel Data Model
50%
Econometrics
50%
Prediction Error
50%
Pounding
50%
Serial Correlation
50%
Common Dynamics
50%
Foreign Exchange Rate
50%
Forward Prediction
50%
Foreign Currency
50%
INIS
risks
100%
market
100%
dollars
100%
dynamics
40%
data
20%
correlations
20%
errors
20%
panels
20%
prediction
20%
capture
20%
econometrics
20%
foreign exchange rate
20%
Economics, Econometrics and Finance
Risk Premium
100%
Foreign Exchange Market
100%
Foreign Exchange
50%
Panel Data Model
50%
Exchange Rate
50%