Alvarez Garrido, Fernando (contributor); … - 2003 - [Elektronische Ressource]
stock. Similarly, let µ
∗
t
bethegrowthrateofthestockofeurosM
∗
t
. Let
s
t
=(µ
t
,µ
∗
t
) denote the aggregate event in … of one-period
dollar bonds and euro bonds that have payoffs next period contingent on the aggregate event
s
t+1 …