TY  - RPRT
AU  - Jiménez Martín, Juan Ángel
AU  - Peruga Urrea, Rodrigo
PY  - 2004
UR  - https://hdl.handle.net/20.500.14352/56614
AB  - The goal of this paper is to identify the main determinants of the risk premium in some European currency markets just before the EMU. To that extent, we start from Lucas (1982) exchange rate model and derive an analytical expression for the forward...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Risk premium
KW  - Peso Problem
KW  - Macroeconomic policy risk
KW  - European monetary System.
TI  - Macroeconomic and policy uncertainty and exchange rate risk premium
TY  - technical report
VL  - 2004
ER  -