Exchange Rates, Natural Rates, and the Price of Risk
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We study the source of exchange rate fluctuations using a general equilibrium model accommodating shocks in goods and financial markets. These shocks differ in their induced comovements between exchange rates, interest rates, and quantities. A calibration matching data from the U.S. and G10 currency
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美国国家经济研究局创建时间：
2024-09-01
