How to determine exchange rates under risk neutrality: a note

DOI10.1016/J.ECONLET.2017.05.015zbMath1396.91509OpenAlexW2620608163MaRDI QIDQ1782314

Stefano Bosi, Patrice Fontaine, Cuong Le Van

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.05.015

zbMATH Keywords

exchange ratesinternational asset pricingno-arbitrage conditionsreturns on securities

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Cites Work

• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
• Financial markets in continuous time. Translated from the French by Anna Kennedy

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