Stock Markets and the Real Exchange Rate : An Intertemporal Approach

An Intertemporal Approach

Stock Markets and the Real Exchange Rate : An Intertemporal Approach
The paper presents an N-country model with stock markets, in which a closed-form solution for the real exchange rate is derived. Risky asset prices and allocation of risky assets among countries are determined endogenously. Such a framework allows an analysis of how fundamental parameters, such as the variance and covariance of the risky assets... READ MORE...

Publication date: May 2003
ISBN 9781451853230
$15.00

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