AN EQUILIBRIUM-MODEL OF EXCHANGE-RATE DETERMINATION AND ASSET PRICING WITH NONTRADED GOODS AND IMPERFECT INFORMATION

被引:47
作者
STULZ, RM
机构
关键词
D O I
10.1086/261500
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1024 / 1040
页数:17
相关论文
共 21 条
[1]   INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS [J].
ADLER, M ;
DUMAS, B .
JOURNAL OF FINANCE, 1983, 38 (03) :925-984
[2]  
Brock William A., 1980, MODELS MONETARY EC
[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]   AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES [J].
COX, JC ;
INGERSOLL, JE ;
ROSS, SA .
ECONOMETRICA, 1985, 53 (02) :363-384
[5]   EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].
DORNBUSCH, R .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176
[6]   EXAMPLE OF EXCHANGE-RATE OVERSHOOTING [J].
FLOOD, RP .
SOUTHERN ECONOMIC JOURNAL, 1979, 46 (01) :168-178
[7]   DIVERSIFIABILITY OF EXCHANGE RISK [J].
FRANKEL, JA .
JOURNAL OF INTERNATIONAL ECONOMICS, 1979, 9 (03) :379-393
[8]   MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS [J].
HARRISON, JM ;
KREPS, DM .
JOURNAL OF ECONOMIC THEORY, 1979, 20 (03) :381-408
[9]  
JONES EP, 1980, THESIS MIT
[10]   EXCHANGE-RATE AND BALANCE OF PAYMENTS IN SHORT RUN AND IN LONG RUN - MONETARY APPROACH [J].
KOURI, PJK .
SCANDINAVIAN JOURNAL OF ECONOMICS, 1976, 78 (02) :280-304