Portfolio substitution and exchange rate volatility
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- Sibert, Anne & Ha, Jiming, 1997.
"Portfolio substitution and exchange rate volatility,"
Journal of Monetary Economics,
Elsevier, vol. 39(3), pages 517-534, August.
- Anne Sibert & Jiming Ha, 1996. "Portfolio Substitution and Exchange Rate Volatility," Archive Working Papers 027, Birkbeck, Department of Economics, Mathematics & Statistics.
- Girton, Lance & Roper, Don E, 1981. "Theory and Implications of Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 12-30, February.
- R. Mehra & E. Prescott, 2010.
"The equity premium: a puzzle,"
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- Svensson, Lars E. O., 1985. "Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach," Journal of International Economics, Elsevier, vol. 18(1-2), pages 17-41, February.
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