Time-varying risk, interest rates, and exchange rates in general equilibrium

Review of Economic Studies

Volumn 76, Issue 3, 2009, Pages 851-878

  Alvarez, Fernando ^a   Atkeson, Andrew ^b   Kehoe, Patrick J ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; DATA SET; EXCHANGE RATE; GENERAL EQUILIBRIUM ANALYSIS; INTEREST RATE; MODELING; MONETARY POLICY; RANDOM WALK METHOD;

EID: 67549105072     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2009.00537.x     Document Type: Article

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