How to determine exchange rates under risk neutrality: A note
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference4 articles.
1. Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets;Bosi;Math. Social Sci.,2016
2. Financial Markets in Continuous Time;Dana,2003
3. Dynamic equilibrium and the real exchange rate in a spatially separated world;Dumas;Rev. Financ. Stud.,1992
4. On the existence of an equilibrium in a securities model;Hart;J. Econom. Theory,1974
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Long-run equilibrium in international assets and goods markets: Why is the law of one price required?;Journal of Economic Behavior & Organization;2021-10
2. Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk;Complexity;2020-11-02
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