International Asset Markets and Real Exchange Rate Volatility
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- Martin Bodenstein, 2008. "International Asset Markets and Real Exchange Rate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
- Martin Bodenstein, 2005. "International Asset Markets and Real Exchange Rate Volatility," 2005 Meeting Papers 352, Society for Economic Dynamics.
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More about this item
Keywords
Risk-sharing; Limited enforcement; Real exchange rate; Backus-Smith puzzle; Asset prices;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2007-03-31 (Dynamic General Equilibrium)
- NEP-IFN-2007-03-31 (International Finance)
Statistics
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