A Quantity-Driven Theory of Term Premia and Exchange Rates

DOI10.1093/QJE/QJAD024MaRDI QIDQ6119482zbMATH OpenFDO

Authors Robin Greenwood, Samuel G. Hanson, Jeremy C. Stein, Adi Sunderam

Publication date 22 March 2024

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w27615.pdf

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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