Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
Year of publication: |
2004-02
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Authors: | Engel, Charles ; West, Kenneth D. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | IFM AP published as Engel, Charles and Kenneth D. West. "Accounting For Exchange-Rate Variability In Present-Value Models When Discount Factor Is Nearly 1," American Economic Review, 2004, v94(2,May), 119-125. Number 10267 |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: |
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