Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Year of publication: |
2014-11
|
---|---|
Authors: | Kollmann, Robert |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | exchange rate | long-run risk | recursive preferences | complete financial markets | financial frictions | international risk sharing |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2014-49 27 pages long |
Classification: | F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration ; F41 - Open Economy Macroeconomics ; F43 - Economic Growth of Open Economies |
Source: |
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2014)
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2014)
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2015)
- More ...
-
Global Banking and International Business Cycles
Kollmann, Robert, (2010)
-
Leverage as a Predictor for Real Activity and Volatility
Kollmann, Robert, (2011)
-
Fiscal Policy, Banks and the Financial Crisis
Kollmann, Robert, (2012)
- More ...