Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
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- Moore, Michael J. & Roche, Maurice J., 2010. "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1151-1170, October.
- Maurice J. Roche & Michael J. Moore, 2009. "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Working Papers 001, Toronto Metropolitan University, Department of Economics.
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More about this item
Keywords
Exchange Rate Puzzles; Forward Foreign Exchange; Habit Persistence;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- 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-CBA-2007-10-13 (Central Banking)
- NEP-CFN-2007-10-13 (Corporate Finance)
- NEP-IFN-2007-10-13 (International Finance)
- NEP-MON-2007-10-13 (Monetary Economics)
Statistics
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