Title of article
Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
Author/Authors
Melanie Cao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
28
From page
191
To page
218
Keywords
Open economy , Market portfolio , Exchange rate , Options , Siegel’s paradox , Jumps , General equilibrium
Journal title
Journal of International Money and Finance
Serial Year
2001
Journal title
Journal of International Money and Finance
Record number
191279
Link To Document