2017•International Review of Economics & FinanceRequires access

Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate

Makoto Shimizu

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Key concepts: Interest rate parity, Economics, Covered interest arbitrage, Net foreign assets, Exchange rate, International Fisher effect, Liberian dollar, Predictability

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Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate — Research Paper | ScholarLens