An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information

René M. Stulz

doi:10.1086/261500

An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information

Journal of Political Economy ◽

10.1086/261500 ◽

1987 ◽

Vol 95 (5) ◽

pp. 1024-1040 ◽

Cited By ~ 76

Author(s):

René M. Stulz

Keyword(s):

Exchange Rate ◽

Asset Pricing ◽

Equilibrium Model ◽

Imperfect Information ◽

Exchange Rate Determination ◽

Nontraded Goods

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Asset Pricing in a Two-Country General Equilibrium Model with Jumps and Stochastic Output Growth Rate

SSRN Electronic Journal ◽

10.2139/ssrn.1438486 ◽

2009 ◽

Author(s):

Ciprian Necula

Keyword(s):

Growth Rate ◽

Asset Pricing ◽

General Equilibrium ◽

Equilibrium Model ◽

Output Growth ◽

General Equilibrium Model

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A Macro-Finance Approach to Exchange Rate Determination

SSRN Electronic Journal ◽

10.2139/ssrn.1616863 ◽

2010 ◽

Cited By ~ 2

Author(s):

Yu-Chin Chen ◽

Kwok Ping Tsang

Keyword(s):

Exchange Rate ◽

Exchange Rate Determination ◽

Macro Finance

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Exchange Rate Versus Tariff Policies in Brazil: Results from MIBRA-USP, an Interregional Applied General Equilibrium Model of the Brazilian Economy

SSRN Electronic Journal ◽

10.2139/ssrn.2416931 ◽

2000 ◽

Author(s):

Marcelo Theoto Rocha ◽

Joaquim Guilhoto ◽

Patrrciade V. P. Sales Lima ◽

Francisco Casimiro Filho ◽

SSlvia Helena G. de Miranda

Keyword(s):

Exchange Rate ◽

General Equilibrium ◽

Equilibrium Model ◽

General Equilibrium Model ◽

Applied General Equilibrium ◽

Rate Versus ◽

Applied General Equilibrium Model

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Some Thoughts on the Monetary Model of Exchange Rate Determination - A Note

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/1990/v32/i1/116162 ◽

1990 ◽

Vol 32 (1) ◽

pp. 88

Author(s):

Smriti Mukherjee

Keyword(s):

Exchange Rate ◽

Monetary Model ◽

Exchange Rate Determination

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The Role of the Current Account in Exchange-Rate Determination: A Comment on Rodriguez

Journal of Political Economy ◽

10.1086/261122 ◽

1982 ◽

Vol 90 (6) ◽

pp. 1291-1294 ◽

Cited By ~ 4

Author(s):

Michael P. Dooley ◽

Peter Isard

Keyword(s):

Exchange Rate ◽

Current Account ◽

Exchange Rate Determination ◽

The Current Account

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A Reform on the Forward Foreign Exchange Market and Foreign Exchange Rate Determination in Korea with Foreign Exchange Policy Experiences of Taiwan

Pacific Focus ◽

10.1111/j.1976-5118.1990.tb00129.x ◽

2008 ◽

Vol 5 (1) ◽

pp. 95-110

Author(s):

Yen Kyun Wang

Keyword(s):

Exchange Rate ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Foreign Exchange Rate ◽

Exchange Market ◽

Exchange Rate Determination ◽

Exchange Policy

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Structural VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance

Long Range Planning ◽

10.1016/0024-6301(95)94257-y ◽

1995 ◽

Vol 28 (4) ◽

pp. 122

Keyword(s):

Exchange Rate ◽

Structural Var ◽

Exchange Rate Determination ◽

Forecasting Performance

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Rational expectations and monetary models of exchange rate determination

Journal of Monetary Economics ◽

10.1016/0304-3932(83)90032-6 ◽

1983 ◽

Vol 11 (2) ◽

pp. 247-260 ◽

Cited By ~ 25

Author(s):

Dennis L. Hoffman ◽

Don E. Schlagenhauf

Keyword(s):

Exchange Rate ◽

Rational Expectations ◽

Exchange Rate Determination ◽

Monetary Models

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A Marxist Theory for Exchange Rate Determination: An Empirical Investigations

SSRN Electronic Journal ◽

10.2139/ssrn.457020 ◽

2003 ◽

Cited By ~ 1

Author(s):

Leonardo Cruz Basso ◽

Roseli da Silva ◽

Susana Chen Chang

Keyword(s):

Exchange Rate ◽

Marxist Theory ◽

Exchange Rate Determination ◽

Empirical Investigations

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The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model

Review of Development Economics ◽

10.1111/j.1467-9361.2006.00349.x ◽

2006 ◽

Vol 10 (3) ◽

pp. 506-517 ◽

Cited By ~ 2

Author(s):

Cuong Le Van ◽

Cecile Couharde ◽

Thai Bao Luong

Keyword(s):

Exchange Rate ◽

General Equilibrium ◽

Equilibrium Model ◽

General Equilibrium Model ◽

Equilibrium Exchange Rate ◽

Equilibrium Exchange

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