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Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach

Citation:

Froot, K.A., and M. Obstfeld. “Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach.” Journal of International Economics 31, no. 3-4 (1991): 203–229.
Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach1.58 MB

Date Published:

Nov 1991

Notes:

Revised from NBER Working Paper No. 2835, February 1989.

See also: Asset Pricing, Capital Markets, Foreign Exchange, Imperfect Capital Markets
Last updated on 06/09/2020