Exchange Rates and Sovereign Risk.

Pasquale Della Corte Lucio Sarno Maik Schmeling Christian Wagner

Published in: Manag. Sci. (2022)

Keyphrases

exchange rate
risk aversion
financial crisis
foreign exchange
currency exchange
stock price
risk averse
early warning
short run
utility function
risk management
expected utility
financial time series
high risk
decision making
portfolio optimization
long run
risk factors
risk assessment
knowledge discovery
multistage