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Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals

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  • Lorenzo Giorgianni
  • Leonardo Bartolini

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Bibliographic Info

Paper provided by International Monetary Fund in its series IMF Working Papers with number 99/71.

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Length: 30
Date of creation: 01 May 1999
Date of revision:
Handle: RePEc:imf:imfwpa:99/71

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Cited by:
  1. Olivier Jeanne & Andrew K. Rose, 2002. "Noise Trading And Exchange Rate Regimes," The Quarterly Journal of Economics, MIT Press, vol. 117(2), pages 537-569, May.

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