Foreign exchange risk premia and goods market frictions
Year of publication: |
March 2015
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Authors: | Moon, Seongman |
Published in: |
Journal of East Asian economic integration. - Seoul : [Verlag nicht ermittelbar], ISSN 2287-8793, ZDB-ID 2718098-0. - 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 |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.11644/KIEP.JEAI.2015.19.1.289 [DOI] hdl:11159/442 [Handle] |
Classification: | F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; F41 - Open Economy Macroeconomics |
Source: | ECONIS - Online Catalogue of the ZBW |
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