The Global Factor Structure of Exchange Rates
收藏NBER2020-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w27892
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资源简介：
We provide a model-free framework to study the global factor structure of exchange rates. To this end, we propose a new methodology to estimate international stochastic discount factors (SDFs) that jointly price cross-sections of international assets, such as stocks, bonds, and currencies, in the
提供机构：
美国国家经济研究局
创建时间：
2020-10-01
