Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Do equity and foreign currency risk premiums display common patterns?"

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    • Do equity and foreign currency risk premiums display common patterns? 

      Matos, Paulo Rogério Faustino; Costa, Carlos Eugênio da
      2006-11-24
      In da Costa et al. (2006) we have shown how a same pricing kernel can account for the excess returns of the S&:P500 over the US short term bond and of the uncovered over the covered trading of foreign government bonds. In ...