The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (AER 2007)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Hanno Lustig, Adrien Verdelhan The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk AER 2007 1 89 - 117 E21, E43, F31, G11 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 1 - accessible on journal website Ordinary least squares (OLS), Generalized method of moments (GMM) Macro, Time series, Cross section US investor data USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Craig Burnside The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment AER 2011 7 3456-76 C58, E21, F31, G11, G12 - - - - - -

References

DOI: 10.1257/aer.97.1.89 IDEAS: a/aea/aecrev/v97y2007i1p89-117.html EconPapers: RePEc:aea:aecrev:v:97:y:2007:i:1:p:89-117


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