Exchange Rate Volatility in an Equilibrium Asset Pricing Model

DOI10.2307/2527161zbMath0714.90016OpenAlexW2065488690MaRDI QIDQ3200854

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

zbMATH Keywords

exchange rate determination

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (5)

Growth and research and development ⋮ Welfare and excess volatility of exchange rates ⋮ International transmission of bubble crashes in a two-country overlapping generations model ⋮ Nominal exchange rate determination and dynamics in an OLG framework ⋮ Equilibrium prices when the sunspot variable is continuous.

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