Pages that link to "Item:Q2416112"
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The following pages link to Exchange rates dynamics with long-run risk and recursive preferences (Q2416112):
Displaying 10 items.
- A joint test of risk premia in exchange rates and rational expectations (Q375085) (← links)
- The real exchange rate and household consumption heterogeneity: testing Kocherlakota and Pistaferri's (2007) model (Q823981) (← links)
- Composite habits and international transmission of business cycles (Q1655621) (← links)
- How does the sensitivity of consumption to income vary over time? International evidence (Q1656435) (← links)
- Explaining international business cycle synchronization: recursive preferences and the terms of trade channel (Q1723071) (← links)
- Exchange rate risk and interest rate: A case study for Turkey (Q1870485) (← links)
- Risk aversion heterogeneity and the investment-uncertainty relationship (Q2326200) (← links)
- Volatility and persistence of simulated DSGE real exchange rates (Q2444442) (← links)
- Higher-order properties of the `Exchange rate dynamics redux' model (Q2463416) (← links)
- Performance of rational and boundedly rational agents in a model with persistent exchange-rate volatility (Q2741049) (← links)