ML-QuantSubscribe

SSRNMacro-Finance & Rates

Twin Stars: Rates and Currency Risk

Rates and Currency Risk: The currency risk premium links the neutral interest rates of two countries, with global interest rates showing strong correlations across foreign countries.

Featured in No. 80 on 1 Jan 2025 · 12 days after release

Released
20 Dec 2024
First featured
No. 80 · 1 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
8
Identifier
SSRN 5066288

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page