Exchange Rate Volatility in an Equilibrium Asset Pricing Model
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Publication:3200854
DOI10.2307/2527161zbMATH Open0714.90016OpenAlexW2065488690MaRDI QIDQ3200854FDOQ3200854
Authors: Rodolfo E. Manuelli, James Peck 
Publication date: 1990
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527161
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- Structural changes in volatility of foreign exchange rates after the Asian financial crisis
- On exchange rates and efficiency
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- Exchange rate determination and optimal economic policy under various exchange rate regimes
- Dynamic Exchange Rate Equilibria with Uncertain Government Policy
- How to determine exchange rates under risk neutrality: a note
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- Efficient `myopic' asset pricing in general equilibrium: a potential pitfall in excess volatility tests
- A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES
- The Distribution of Realized Exchange Rate Volatility
- Nominal exchange rate determination and dynamics in an OLG framework
- Growth and research and development
- International transmission of bubble crashes in a two-country overlapping generations model
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- International liquidity and exchange rate dynamics
- Is Currency Risk Priced in Global Equity Markets?*
- Modelling exchange rate volatility
- Welfare and excess volatility of exchange rates
- Quasi-fundamental exchange rate variation
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