General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence
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More about this item
Keywords
Arbitrage trade; real exchange rate; persistence; volatility;All these keywords.
JEL classification:
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F19 - International Economics - - Trade - - - Other
- F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-10-21 (Central Banking)
- NEP-FMK-2006-10-21 (Financial Markets)
- NEP-IFN-2006-10-21 (International Finance)
- NEP-INT-2006-10-21 (International Trade)
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