مرکز منطقه ای اطلاع رساني علوم و فناوري - Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate

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 :

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 :