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Exchange Rate Determination under Limits to CIP Arbitrage
Bacchetta, Philippe; Davis, Scott; Van Wincoop, Eric - National Bureau of Economic Research - 2024
Recent theories of exchange rate determination have emphasized limited UIP arbitrage by international financial institutions. New regulations since 2008 have also lead to imperfect CIP arbitrage. We show that under limited CIP arbitrage the exchange rate and CIP deviation are jointly determined...
Persistent link: https://www.econbiz.de/10015056203
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Welfare gains from international risksharing
Van Wincoop, Eric - In: Journal of monetary economics 34 (1994) 2, pp. 175-200
Persistent link: https://www.econbiz.de/10001170055
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A note on short-term intersectoral factor immobility
Van Wincoop, Eric - In: Journal of economic dynamics & control 19 (1995) 4, pp. 845-856
Persistent link: https://www.econbiz.de/10001176559
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Regional risksharing
Van Wincoop, Eric - In: European economic review : EER 39 (1995) 8, pp. 1545-1567
Persistent link: https://www.econbiz.de/10001190334
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A multi-country real business cycle model with heterogeneous agents
Van Wincoop, Eric - In: The Scandinavian journal of economics 98 (1996) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10001202139
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Terms of trade uncertainty, savings, and the production structure
Van Wincoop, Eric - In: Journal of international economics 33 (1992) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10001135245
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How big are potential welfare gains from international risksharing?
Van Wincoop, Eric - 1998
Persistent link: https://www.econbiz.de/10000980228
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A method for solving multi-region models
Van Wincoop, Eric - In: Economics letters 66 (2000) 3, pp. 333-336
Persistent link: https://www.econbiz.de/10001448978
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Structural adjustment and the construction sector
Van Wincoop, Eric - In: European economic review : EER 37 (1993) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10001139836
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How big are potential welfare gains from international risksharing?
Van Wincoop, Eric - In: Journal of international economics 47 (1999) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10001395923