The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate
Crossref DOI link: https://doi.org/10.1007/s11079-020-09582-7
Published Online: 2020-03-03
Published Print: 2020-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shimizu, Makoto https://orcid.org/0000-0003-0201-5815
Text and Data Mining valid from 2020-03-03
Version of Record valid from 2020-03-03
Article History
First Online: 3 March 2020