Does incomplete spanning in international financial markets help to explain exchange rates?
by Hanno Lustig and Adrien Verdelhan
| Year of publication: |
2019
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|---|---|
| Authors: | Lustig, Hanno ; Verdelhan, Adrien |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 109.2019, 6, p. 2208-2244
|
| Subject: | Finanzmarkttheorie des Wechselkurses | Asset-market approach of the exchange rate | Internationaler Finanzmarkt | International financial market | Unvollkommener Markt | Incomplete market | Währungsrisiko | Exchange rate risk | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1257/aer.20160409 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012029309