Work

Exchange Rates in a Stochastic Discount Factor Framework

Year: 2012

Type: other

DOI: 10.1002/9781118445785.ch14

Authors: Hanno Lustig, Adrien Verdelhan

Institutions: National Bureau of Economic Research, University of California, Los Angeles, Massachusetts Institute of Technology

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1516427092

Cites: 64

Cited by: 32

Related to: 10