SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Equilibrium asset prices and exchange rates · Study

ArticleShelves

ArticleEquilibrium asset prices and exchange rates

Fernando Zapatero1995

Article1995

Equilibrium asset prices and exchange rates

Fernando Zapatero

115 citations·0/0 files stored·Journal of Economic Dynamics and Control

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Economic theories and models Monetary Policy and Economic Impact Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 115 citations exist upstream.

References

1971Optimum consumption and portfolio rules in a continuous-time model 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1985An Intertemporal General Equilibrium Model of Asset Prices 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process 1983International Portfolio Choice and Corporation Finance: A Synthesis 1982Interest rates and currency prices in a two-country world 1991The World Price of Covariance Risk

Cited by

2014Asset Prices and Real Exchange Rates with Deep Habits 2002Is exchange rate volatility influenced by stock return volatility? Evidence from the US, the UK and Japan 2008Equilibrium Portfolios and External Adjustment Under Incomplete Markets 2016Risk-On/Risk-Off: Financial Market Response to Investor Fear 2008Volatility Spillovers between Equity and Currency Markets: Eviderice from Major Latin American Countries 2011Volatility transmission and asymmetric linkages between the stock and foreign exchange markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1995Chapter 37 Puzzles in international financial marketschapter · 11 shared references 2003Chapter 16 Are financial assets priced locally or globally?chapter · 10 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 9 shared references 1998Effects of financial innovations on market volatility when beliefs are heterogeneousarticle · 9 shared references 2011Global Asset Pricingreview · 9 shared references 1995Chapter 6 International portfolio choice and asset pricing: An integrative surveychapter · 9 shared references

Details

Year1995

Typearticle

Published1995-05-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations115

Files0 public / 0

ShelfEconomic theories and models

Identifiers

doi10.1016/0165-1889(94)00804-q

openalex_workW1987283162

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2010Predictable Trade Flows and Returns of Trade-Linked Countries

2008Commodity currencies and equity flows