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Robustness and exchange rate volatility

Djeutem, Edouard; Kasa, Kenneth - In: Journal of international economics 91 (2013) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10009793131

Model uncertainty and the Forward Premium Puzzle

Djeutem, Edouard - In: Journal of international money and finance 46 (2014), pp. 16-40

Persistent link: https://www.econbiz.de/10010391022

Robust learning in the foreign exchange market

Djeutem, Edouard; Nguimkeu, Pierre - In: The B.E. journal of macroeconomics 20 (2020) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012170728

Uncovered return parity : equity returns and currency returns

Djeutem, Edouard; Dunbar, Geoffrey R. - In: Journal of international money and finance 128 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013438368

Household heterogeneity and the performance of monetary policy frameworks

Djeutem, Edouard; He, Mario; Reza, Abeer; Zhang, Yang - 2022 - Last updated: March 8, 2022

We compare the performance of alternative monetary policy frameworks (inflation targeting, average inflation targeting, price level targeting and nominal GDP level targeting) in a tractable HANK model where incomplete financial markets and idiosyncratic earnings risk introduce precautionary...

Persistent link: https://www.econbiz.de/10013169230