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Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks

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  • LeRoy, Stephen F

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Bibliographic Info

Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 57 (1984)
Issue (Month): 2 (April)
Pages: 197-213

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Handle: RePEc:ucp:jnlbus:v:57:y:1984:i:2:p:197-213

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Web page: http://www.journals.uchicago.edu/JB/

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Cited by:
  1. Basak, S. & Gallmeyer, M., 1998. "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium," Weiss Center Working Papers 98-04, Wharton School - Weiss Center for International Financial Research.
  2. Mahajan, Arvind & Wagner, Andrew J., 1999. "Nonlinear dynamics in foreign exchange rates," Global Finance Journal, Elsevier, vol. 10(1), pages 1-23.
  3. Eduardo Giménez, 2007. "On the positive fundamental value of money with short-sale constraints," Annals of Finance, Springer, vol. 3(4), pages 455-469, October.
  4. Pamela A. Labadie, 1988. "The effects of stochastic inflation on asset prices," Discussion Paper / Institute for Empirical Macroeconomics 5, Federal Reserve Bank of Minneapolis.
  5. Farid Mkouar & Jean-Luc Prigent, 2014. "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers 2014-301, Department of Research, Ipag Business School.

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