Real exchange rate in an inter-temporal n-country-model with incomplete markets:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2003
|
| Schriftenreihe: | Working paper series / European Central Bank
205 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 52 S. |
Internformat
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| 245 | 1 | 0 | |a Real exchange rate in an inter-temporal n-country-model with incomplete markets |c by Benoît Mercereau |
| 264 | 1 | |a Frankfurt am Main |b Europ. Central Bank |c 2003 | |
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Datensatz im Suchindex
| _version_ | 1805068783777218560 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I.
INTRODUCTION
7
II.
THE
MODEL
AND
ITS
SOLUTION
9
A.
THE
MODEL
9
BI
SOLUTION
13
III.
REAL
EXCHANGE
RATE
IN
AN
INTER-TEMPORAL
N-COUNTRY-MODEL
WITH
INCOMPLETE
MARKETS
1
8
A.
REAL
EXCHANGE
RATE:
CLOSED-FORM
SOLUTION
1
9
B.
DETERMINANTS
OF
THE
REAL
EXCHANGE
RATE
20
C.
EXCHANGE
RATE
VOLATILITY
29
IV
CONCLUSION
3
1
REFERENCES
32
ANNEXA:
SOME
USEFUL
EXPRESSIONS
33
ANNEX
B:
PROOFS
35
TABLES
45
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
47 |
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| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)52223731 (DE-599)BVBBV016996997 |
| format | Book |
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| id | DE-604.BV016996997 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-20T03:55:37Z |
| institution | BVB |
| language | English |
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| physical | 52 S. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
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| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Mercereau, Benoît Verfasser (DE-588)124439101 aut Real exchange rate in an inter-temporal n-country-model with incomplete markets by Benoît Mercereau Frankfurt am Main Europ. Central Bank 2003 52 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 205 Mathematisches Modell Foreign exchange rates Mathematical models Balassa-Samuelson-Effekt (DE-588)4702232-2 gnd rswk-swf Risiko (DE-588)4050129-2 gnd rswk-swf Kaufkraftparität (DE-588)4163496-2 gnd rswk-swf Unvollkommener Markt (DE-588)4062060-8 gnd rswk-swf Mehr-Länder-Modell (DE-588)4211313-1 gnd rswk-swf Aktienmarkt (DE-588)4130931-5 gnd rswk-swf Kaufkraftparität (DE-588)4163496-2 s Aktienmarkt (DE-588)4130931-5 s Risiko (DE-588)4050129-2 s Mehr-Länder-Modell (DE-588)4211313-1 s Unvollkommener Markt (DE-588)4062060-8 s Balassa-Samuelson-Effekt (DE-588)4702232-2 s DE-604 European Central Bank Working paper series 205 (DE-604)BV012681744 205 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010259424&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mercereau, Benoît Real exchange rate in an inter-temporal n-country-model with incomplete markets Mathematisches Modell Foreign exchange rates Mathematical models Balassa-Samuelson-Effekt (DE-588)4702232-2 gnd Risiko (DE-588)4050129-2 gnd Kaufkraftparität (DE-588)4163496-2 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Mehr-Länder-Modell (DE-588)4211313-1 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| subject_GND | (DE-588)4702232-2 (DE-588)4050129-2 (DE-588)4163496-2 (DE-588)4062060-8 (DE-588)4211313-1 (DE-588)4130931-5 |
| title | Real exchange rate in an inter-temporal n-country-model with incomplete markets |
| title_auth | Real exchange rate in an inter-temporal n-country-model with incomplete markets |
| title_exact_search | Real exchange rate in an inter-temporal n-country-model with incomplete markets |
| title_full | Real exchange rate in an inter-temporal n-country-model with incomplete markets by Benoît Mercereau |
| title_fullStr | Real exchange rate in an inter-temporal n-country-model with incomplete markets by Benoît Mercereau |
| title_full_unstemmed | Real exchange rate in an inter-temporal n-country-model with incomplete markets by Benoît Mercereau |
| title_short | Real exchange rate in an inter-temporal n-country-model with incomplete markets |
| title_sort | real exchange rate in an inter temporal n country model with incomplete markets |
| topic | Mathematisches Modell Foreign exchange rates Mathematical models Balassa-Samuelson-Effekt (DE-588)4702232-2 gnd Risiko (DE-588)4050129-2 gnd Kaufkraftparität (DE-588)4163496-2 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Mehr-Länder-Modell (DE-588)4211313-1 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| topic_facet | Mathematisches Modell Foreign exchange rates Mathematical models Balassa-Samuelson-Effekt Risiko Kaufkraftparität Unvollkommener Markt Mehr-Länder-Modell Aktienmarkt |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010259424&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT mercereaubenoit realexchangerateinanintertemporalncountrymodelwithincompletemarkets |