International capital markets and redundant securities

DOI10.1016/J.JEDC.2006.04.002zbMath1201.91111OpenAlexW1997413944MaRDI QIDQ1017021

Issouf Soumaré

Publication date: 18 May 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.04.002

zbMATH Keywords

general equilibriumreplicationinternational asset pricingexchange rateinterest rate parityredundant security

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Equilibrium asset prices and exchange rates
• On trees and logs
• A Dynamic Equilibrium Model of International Portfolio Holdings

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