Asset Prices and Exchange Rates
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- Anna Pavlova & Roberto Rigobon, 2007. "Asset Prices and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1139-1180.
- Pavlova, Anna & Rigobon, Roberto, 2003. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Roberto Rigobon & Anna Pavlova, 2004. "Asset Prices and Exchange Rates," Econometric Society 2004 North American Winter Meetings 579, Econometric Society.
- Anna Pavlova & Roberto Rigobon, 2003. "Asset Prices and Exchange Rates," NBER Working Papers 9834, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Asset Pricing; Exchange Rate; Contagion; International Finance; Open Economy Macroeconomics;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-12-20 (Finance)
- NEP-FMK-2004-12-20 (Financial Markets)
- NEP-IFN-2004-12-20 (International Finance)
- NEP-MAC-2004-12-20 (Macroeconomics)
Statistics
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