CURRENCY PREFERENCES, PURCHASING POWER RISKS, AND THE DETERMINATION OF EXCHANGE-RATES IN AN OPTIMIZING MODEL

被引:32
作者
STULZ, RM
机构
关键词
D O I
10.2307/1992218
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:302 / 316
页数:15
相关论文
共 21 条
[1]  
Becker GS, 1971, ECON THEOR
[2]   INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J].
BREEDEN, DT .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) :265-296
[3]   MODEL OF EXCHANGE-RATE DETERMINATION UNDER CURRENCY SUBSTITUTION AND RATIONAL EXPECTATIONS [J].
CALVO, GA ;
RODRIGUEZ, CA .
JOURNAL OF POLITICAL ECONOMY, 1977, 85 (03) :617-625
[4]  
CANTO VA, 1983, EC INTERDEPENDENCE F, P157
[5]  
Cox John C, 1978, THEORY TERM STRUCTUR
[6]  
CRYSTAL KA, 1977, AM EC REV, V67, P840
[7]  
FAMA EF, 1979, AM ECON REV, V69, P639
[8]   DEMAND FOR INDEX BONDS [J].
FISCHER, S .
JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) :509-534
[9]  
FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924
[10]   THEORY AND IMPLICATIONS OF CURRENCY SUBSTITUTION [J].
GIRTON, L ;
ROPER, D .
JOURNAL OF MONEY CREDIT AND BANKING, 1981, 13 (01) :12-30