Exchange Rate Volatility and International Prices
收藏NBER1991-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w3644
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资源简介：
We examine how exchange rate volatility affects exporter's pricing decisions in the presence of optimal forward covering. By taking account of forward covering, we are able to derive an expression for the risk premium in the foreign exchange market, which is then estimated as a generalized ARCH
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美国国家经济研究局创建时间：
1991-03-01
