Similar Search Results

Exchange rates dynamics with long-run risk and recursive preferences

Kollmann, Robert - 2014

Persistent link: https://www.econbiz.de/10011341969

Exchange rates dynamics with long-run risk and recursive preferences

Kollmann, Robert - In: Open economies review 26 (2015) 2, pp. 175-196

Persistent link: https://www.econbiz.de/10011474105

Exchange rates dynamics with long-run risk and recursive preferences

Kollmann, Robert - 2014

Persistent link: https://www.econbiz.de/10010440129

Optimal monetary policy, exchange rate misalignments and incomplete financial markets

Senay, Özge; Sutherland, Alan - In: Journal of international economics 117 (2019), pp. 196-208

Persistent link: https://www.econbiz.de/10012295857

Comments on "Pareto weights as wedges in two-country models" by D. Backus, C. Coleman, A. Ferriere and S. Lyon

Kose, M. Ayhan - In: Journal of economic dynamics & control 72 (2016), pp. 111-114

Persistent link: https://www.econbiz.de/10011716843

International risk sharing with endogenously segmented asset markets

Cociuba, Simona E.; Ramanarayanan, Ananth - In: Journal of international economics 117 (2019), pp. 61-78

Persistent link: https://www.econbiz.de/10012295776

Real exchange rate volatility and asset market structure

Thoenissen, Christoph (contributor) - 2006

Persistent link: https://www.econbiz.de/10003360086

Real exchange rate variability in a two-country business cycle model

Tretvoll, Håkon - In: Review of economic dynamics 27 (2018), pp. 123-145

Persistent link: https://www.econbiz.de/10012041433

Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences

Kollmann, Robert - European Centre for Advanced Research in Economics and … - 2014

generates insufficient exchange rate volatility. A longrunrisk model with recursive-preferences can generate realistic exchange … rate volatility,if all agents efficiently share their consumption risk by trading in complete financialmarkets; however … theremaining households lead hand-to-mouth lives, can generate realistic exchange rate andexternal balance volatility. …

Persistent link: https://www.econbiz.de/10010942933

Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences

Kollmann, Robert - Crawford School of Public Policy, Australian National … - 2014

, then long-run risk generates insufficient exchange rate volatility. A long-run risk model with recursive-preferences can … generate realistic exchange rate volatility, if all agents efficiently share their consumption risk by trading in complete … volatility. …

Persistent link: https://www.econbiz.de/10010942940

1
2
3
4
5
6
7
8
9
10
Next
Last