Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Year of publication: |
2014-11
|
---|---|
Authors: | Kollmann, Robert |
Institutions: | Crawford School of Public Policy, Australian National University |
Subject: | exchange rate | long-run risk | recursive preferences | complete financial markets | financial frictions | international risk sharing |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | 29 pages |
Classification: | F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration ; F41 - Open Economy Macroeconomics ; F43 - Economic Growth of Open Economies ; f44 |
Source: |
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2014)
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2014)
-
Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
Kollmann, Robert, (2015)
- More ...
-
Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model
Kollmann, Robert, (2013)
-
Tractable latent state filtering for non-linear DSGE models using a second-order Approximation
Kollmann, Robert, (2013)
-
What drives the German current account? And how does it affect other EU member states?
Kollmann, Robert, (2014)
- More ...