Essais sur la modélisation de la dynamique du taux de change à travers les enseignements de la finance comportementale
- Sterdyniak, Henri
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References listed on IDEAS
- Yuliy Sannikov, 2008. "A Continuous-Time Version of the Principal-Agent Problem," Review of Economic Studies, Oxford University Press, vol. 75(3), pages 957-984.
- Bengt Holmstrom, 1979. "Moral Hazard and Observability," Bell Journal of Economics, The RAND Corporation, vol. 10(1), pages 74-91, Spring.
More about this item
KeywordsTaux de Change; Finance Comportementale; Econométrie Non-Linéaire; Exchange Rate; Behavioural Finance; Nonlinear Econometrics;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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