On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models
收藏NBER1999-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w7067
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This paper investigates the behavior of the foreign exchange risk premium in two recent two-country intertemporal-optimizing general equilibrium models with sticky nominal prices: Obstfeld-Rogoff (1998) and Devereux-Engel (1998). The foreign exchange risk premium in any general equilibrium model
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美国国家经济研究局创建时间：
1999-04-01
