SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Trade in Nominal Assets: Monetary Policy, and Price Level and Exchange Rate Risk
16 references·1 citing·48 second hop
Trade in Nominal Assets: Monetary Policy, and Price Level and Exchange Rate Risk (1987)Trade in Nominal Assets: Monetary Policy,…Money, Bonds, and Foreign Exchange (2016)Money, Bonds, and Foreign Exc…The Valuation of Uncertain Income Streams and the Pricing of Options (2010)The Valuation of Uncertain In…On the denomination of government debt (1989)On the denomination of govern…Trade and insurance with moral hazard (1987)Trade and insurance with mora…Capital flows, investment, and exchange rates (1987)Capital flows, investment, an…Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach (1985)Currency prices, terms of tra…The theory of international trade (1984)The theory of international t…Real exchange rates under alternative nominal exchange-rate systems (1983)Real exchange rates under alt…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…An Exploration in the Theory of Exchange-Rate Regimes (1981)An Exploration in the Theory …The Theory of International Trade (1980)The Theory of International T…The General Validity of the Law of Comparative Advantage (1980)The General Validity of the L…Money, bonds and foreign exchange (1979)Money, bonds and foreign exch…A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis (1978)A New Representation of Prefe…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Sharing rules and equilibrium in an international capital market under uncertainty (1976)Sharing rules and equilibrium…A Pragmatic View of Knowledge and Boundaries: Boundary Objects in New Product Development (2002)A Pragmatic View of Knowledge…Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Forward and spot exchange rates (1984)Trying to Explain Home Bias in Equities and Consumption (1999)The Gains from International Trade (1939)The Transfer Problem and Transport Costs, II: Analysis of Effects of Trade Impediments (1954)Factor Proportions and the Structure of Commodity Trade (2004)The Gravity Model (2010)The Gravity Model (2011)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Intertemporal Substitution in Consumption (1981)Nonexpected Utility in Macroeconomics (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Theory of games and economic behavior (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A model of international asset pricing (1981)International Asset Pricing under Mild Segmentation: Theory and Test (1985)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form GARCH Option Valuation Model (2000)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Demand-Based Option Pricing (2005)Situated Learning (1991)Dynamic capabilities and strategic management (1997)Communities of practice learning, meaning, and identity (1999)Transferring, Translating, and Transforming: An Integrative Framework for Managing Knowledge Across Boundaries (2004)10 Sociomateriality: Challenging the Separation of Technology, Work and Organization (2008)Institutional Complexity and Organizational Responses (2011)A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)An Essay on the Revived Bretton Woods System (2003)International Liquidity and Exchange Rate Dynamics * (2015)Principles of Political Economy. (1910)Trade as a Handmaiden of Growth: Similarities Between the Nineteenth and Twentieth Centuries (1970)Purchasing power parity (1978)Imperfect competition and international trade: Evidence from fourteen industrial countries (1987)Comparative Advantage and Heterogeneous Firms (2004)A Simple Theory of International Trade with Multinational Corporations (1984)Is Free Trade Good for the Environment? (1998)Trade, Growth, and the Environment (2004)Option pricing: A simplified approach (1979)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1984The theory of international trade945 cited
  • 1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited
  • 1980The Theory of International Trade377 cited
  • 2010The Valuation of Uncertain Income Streams and the Pricing of Options282 cited
  • 1981An Exploration in the Theory of Exchange-Rate Regimes265 cited
  • 1978A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis217 cited
  • 1980The General Validity of the Law of Comparative Advantage206 cited
  • 1983Real exchange rates under alternative nominal exchange-rate systems158 cited
  • 1985Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach143 cited
  • 2016Money, Bonds, and Foreign Exchange123 cited
  • 1989On the denomination of government debt97 cited
  • 1987Trade and insurance with moral hazard93 cited
  • 1979Money, bonds and foreign exchange91 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1987Capital flows, investment, and exchange rates90 cited
  • Cited by

    • 2002A Pragmatic View of Knowledge and Boundaries: Boundary Objects in New Product Development3,483 cited