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Equilibrium asset prices and exchange rates

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Author Info
Zapatero, Fernando
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File URL: http://www.sciencedirect.com/science/article/B6V85-3YB56KP-16/2/5d755e3bf2aa349bb90f5a026ff11df7
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Publisher Info
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 19 (1995)
Issue (Month): 4 (May)
Pages: 787-811
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Handle: RePEc:eee:dyncon:v:19:y:1995:i:4:p:787-811

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  1. Cass, David & Pavlova, Anna, 2003. "On Trees And Logs," Working papers 4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    Other versions:
  2. Sema Bayraktar, 2009. "The impact of exchange rate risk on international asset pricing under various market structures," Review of Quantitative Finance and Accounting, Springer, vol. 32(2), pages 169-195, February. [Downloadable!] (restricted)
  3. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Michael Kumhof & Stijn van Nieuwerburgh, 2007. "Monetary Policy in an Equilibrium Portfolio Balance Model," IMF Working Papers 07/72, International Monetary Fund. [Downloadable!]
    Other versions:
  5. Chien-Liang Chiu & Yen-Hsien Lee, 2007. "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(22), pages 1-10. [Downloadable!]
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This page was last updated on 2009-12-5.


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