Foreign exchange risk premia and goods market frictions
Year of publication: |
2015
|
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Authors: | Moon, Seongman |
Published in: |
Journal of East Asian economic integration. - Seoul : Korea Institute for International Economic Policy, ISSN 2234-8867, ZDB-ID 2728863-8. - Vol. 19.2015, 1, p. 3-38
|
Subject: | Foreign Exchange Risk Premium | Forward Premium Anomaly | Random Walk Behaviors | Staggered Price Setting | Interest-sensitive Money Demand | Monetary Shocks | Risikoprämie | Risk premium | Theorie | Theory | Preisrigidität | Price stickiness | Schock | Shock | Wechselkurs | Exchange rate | Schätzung | Estimation | Währungsrisiko | Exchange rate risk | Random Walk | Random walk | Währungsderivat | Currency derivative | Geldnachfrage | Money demand | CAPM |
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