Travail de recherche/Working paper
Titre:
  • Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Auteur:Kollmann, Robert
Statut de publication:Publié, 2014-11
series:ECARES Working Papers, ECARES 2014-49
Sujet CREF:Economie
Sujet JEL:Foreign Exchange
Financial Aspects of Economic Integration
Open Economy Macroeconomics
Economic Growth of Open Economies
Volumes/pages:27 p.
Mots-clés:exchange rate
long-run risk
recursive preferences
complete financial markets
financial frictions
international risk sharing
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/177116