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SSRNMacro-Finance & Rates

USD Bonds: Exchange Rate Risk and Foreign Discount

Exchange Rate Risk and Foreign Discount: The research explores the impact of differential exchange rate risk on pricing disparities in U.S. dollar bonds, emphasizing the significant role of exchange rate risk in bond pricing and its transmission mechanisms.

Featured in No. 34 on 23 Jan 2024 ·

Released
18 Jan 2023
First featured
No. 34 · 23 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
195
Identifier
SSRN 4700242

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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