Asset Pricing, Capital Markets, Foreign Exchange, Imperfect Capital Markets

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.

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Topics:

Asset Pricing, Capital Markets, Foreign Exchange, Imperfect Capital Markets