The equilibrium pricing of exchange rates and assets when trade takes time

Journal of International Money and Finance

Volumn 7, Issue 2, 1988, Pages 129-149

  Benninga, Simon ^a   Protopapadakis, Aris ^b  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b CLAREMONT GRADUATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249032168     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/0261-5606(88)90012-5     Document Type: Article

References (47)

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4. Modeling Deviations From PPP
5. The Role of Securities and the Optimal Allocation of Risk-Bearing
6. Real and Nominal Interest Rates Under Uncertainty The Fisher Theorem and the Term Structure
7. The Neutrality of the Real Equilibrium Under Alternative Financing of Government Expenditures
8. General Equilibrium Properties of the Term Structure of Interest Rates
9. An Intertemporal Asset Pricing Model with Stochastic Production and Investment Opportunities
10. Relative Price Changes and Deviations from Purchasing Power Parity
11. Money, Devaluation and Non-Traded Goods
12. Expectations and Exchange Rate Dynamics
13. Exchange Risk and the Macroeconomics of Exchange Rate Determination
14. Money, Bonds and Foreign Exchange
15. The Diversifiability of Exchange Risk
16. On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials
17. In Search of the Exchange Risk Premium: A Six Currency Test Assuming Mean-Variance Optimization
18. A Monetary Approach to the Exchange Rate Doctrinal Aspects and Empirical Evidence
19. Sharing Rules and Equilibrium in an International Capital Market Under Certainty
20. An Exploration in the Theory of Exchange Rate Regimes
21. Dynamics of a Floating Exchange Rate Regime
22. How Far Can We Push the Law of One Price?
23. The Monetary Approach to the Balance of Payments Theory
24. On the Indeterminacy of Equilibrium Exchange Rates
25. The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run
26. Price Behavior in the Light of Balance of Payments Theories
27. Nominal Prices and Interest Rates in General Equilibrium Endowment Shocks
28. World, Country and Industry Relationships in Industry Returns: Implications for Risk Reduction through International Diversification
29. Monetary Expansion and Real Exchange Rate Dynamics
30. Equilibrium in a Pure Current Economy
31. Interest Rates and Currency Prices in a Two-Country World
32. The Purchasing Power-Parity Theory of Exchange Rates: A Review Article
33. Spot and Future Prices and the Law of one Price
34. The Law of One Price in International Commodity Markets A Reformulation and Some Formal Tests
35. Existence of Equilibrium of Plans Prices and Price Expectations in a Sequence of Markets
36. Violations of the ‘Law of One Price’ and Their Implications for Efficient International Commodity Markets
37. A Simple Approach to the Pricing of Risky Assers with Uncertain Exchange Rates
38. What Classical and Neoclassical Theory Really Was
39. What Does Purchasing Power Parity Mean?
40. Equilibrium in an International Capital Market
41. An Empirical Test of the Alternative Hypotheses of National and International Pricing in Risky Assets
42. A Theory of Exchange Rate Determination
43. Real Exchange Rates Under Alternative Nominal Exchange Rate Regimes
44. A Model of International Asset Pricing
45. The Forward Exchange Rate and Macroeconomics