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- Kano, Takashi &
加納 ,隆 , 2014. "Exchange Rates and Fundamentals: Closing a Two-country Model," Discussion Papers 2013-07, Graduate School of Economics, Hitotsubashi University. - Takashi Kano, 2013. "Exchange Rates and Fundamentals: Closing a Two-country Model," CAMA Working Papers 2013-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Cited by:
- Kano, Takashi & Morita, Hiroshi, 2015.
"An equilibrium foundation of the Soros chart,"
Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 21-42.
- Takashi Kano & Hiroshi Morita, 2014. "An Equilibrium Foundation of the Soros Chart," Working Papers e079, Tokyo Center for Economic Research.
- Kano, Takashi &
加納 ,隆 & Morita, Hiroshi &森田 ,裕史 , 2015. "An Equilibrium Foundation of the Soros Chart," Discussion Papers 2014-07, Graduate School of Economics, Hitotsubashi University.
- Anella Munro, 2015. "Exchange rates, expected returns and risk: what can we learn from Asia-Pacific currencies?," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 137-166, Bank for International Settlements.
- Anella Munro, 2014.
"Exchange rates, expected returns and risk,"
Reserve Bank of New Zealand Discussion Paper Series
DP2014/01, Reserve Bank of New Zealand.
- Anella Munro, 2014. "Exchange rates, expected returns and risk: UIP unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
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More about this item
Keywords
Exchange rates; Present-value model; Economic fundamentals; Random walk; Two- country model; Incomplete markets; Cointegrated TFPs; Debt elastic risk premium.;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-01-24 (Central Banking)
- NEP-INT-2014-01-24 (International Trade)
- NEP-MAC-2014-01-24 (Macroeconomics)
- NEP-OPM-2014-01-24 (Open Economy Macroeconomics)
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