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Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - In: Mathematical social sciences 82 (2016), pp. 26-36
Persistent link: https://www.econbiz.de/10011662845
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How to determine exchange rates under risk neutrality : a note
Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - In: Economics letters 157 (2017), pp. 92-96
Persistent link: https://www.econbiz.de/10011847321
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Long-run equilibrium in international assets and goods markets : why is the law of one price required?
Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - In: Journal of economic behavior & organization : JEBO 190 (2021), pp. 891-904
Persistent link: https://www.econbiz.de/10013188474
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Equilibrium existence in the international asset and good markets
Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - Institut de Préparation à l'Administration et à la … - 2013
The international asset pricing models are mostly developed in the case of parity failure (investors of different countries do not agree on the expected returns on securities). In this case, an equilibrium in the in- ternational asset markets may exist, but not in the international good markets....
Persistent link: https://www.econbiz.de/10010754711
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Equilibrium on international assets and goods.
Fontaine, Patrice; Van, Cuong Le - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010
Most of the international asset pricing models are developed in the situation where purchasing power parity (PPP) is not respected. Investors of different countries do not agree on expected security returns. However, in this case, an equilibrium on the international assets market may exist but...
Persistent link: https://www.econbiz.de/10008679903
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Equilibrium on International Financial Assets and Goods Marke
Fontaine, Patrice; Van, Cuong Le - Development and Policies Research Center (Depocen) - 2010
The international asset pricing models are mostly developed in the situation where purchasing power parity (PPP) is not respected. Investors of dierent countries do not agree on expected security real returns. In this case, an equilibrium on the international assets market may exist but not on...
Persistent link: https://www.econbiz.de/10008763739
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Pareto optima and exchange rates under risk neutrality: A note
Bosi, Stefano; Fontaine, Patrice; Van, Cuong Le - Institut de Préparation à l'Administration et à la … - 2014
In this note, we present a wealth model of a two-country economy where ffnancial assets and goods are traded. We consider the case where the agents are risk neutral, a very common assumption in ffnance in order to have explicit solutions for prices, and in particular in international ffnance for...
Persistent link: https://www.econbiz.de/10010860474
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Equilibrium existence in the international asset and good markets
Bosi, Stefano; Fontaine, Patrice; Van, Cuong Le - Development and Policies Research Center (Depocen) - 2013
The international asset pricing models are mostly developed in the case of parity failure (investors of di?erent countries do not agree on the expected returns on securities). In this case, an equilibrium in the international asset markets may exist, but not in the international good markets. In...
Persistent link: https://www.econbiz.de/10010703379
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Equilibrium on International Assets and Goods Markets
Fontaine, Patrice; Van, Cuong Le - HAL - 2010
certaines conditions de non-arbitrage, l'équilibre peut exister pour le marché financier international mais il ne peut y avoir d …'équilibre sur le marché des biens. Notre objectif est de donner des conditions qui assurent l'existence d'équilibre à la fois pour … le marché financier international mais aussi pour le marché international des biens. Plus précisément, nous étudions le …
Persistent link: https://www.econbiz.de/10008795820
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Equilibrium on International Assets and Goods Markets
Fontaine, Patrice; Van, Cuong Le - HAL - 2010
Most of the international asset pricing models are developed in the situation where purchasing power parity (PPP) is not respected. Investors of different countries do not agree on expected security returns. However, in this case, an equilibrium on the international assets market may exist but...
Persistent link: https://www.econbiz.de/10010603675