Why Are Exchange Rates So Smooth? A Heterogeneous Portfolio Explanation
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Cited by:
- Zhengyang Jiang, 2019. "US Fiscal Cycle and the Dollar," 2019 Meeting Papers 667, Society for Economic Dynamics.
- Edouard Djeutem & Geoffrey R. Dunbar, 2018. "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers 18-22, Bank of Canada.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2017-07-30 (Dynamic General Equilibrium)
- NEP-IFN-2017-07-30 (International Finance)
- NEP-OPM-2017-07-30 (Open Economy Macroeconomics)
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