DocumentCode
1645934
Title
Notice of Retraction
Assets pricing under different regimes of exchange rate
Author
Peng, Zhiwen ; Guo, Lu
Author_Institution
School of Economics and Management, Beijing University of Posts and Telecommunications(BUPT), Beijing, China
fYear
2011
Firstpage
1
Lastpage
4
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper analyzes international dynamic asset pricing in monetary economy by arbitrage free method. We find that though asset price with money is more complex than that of asset price without money, the asset price with money is simlar to asset price without money. Assets pricing in different regimes of exchange rate is a just specific transformation of the general asset priceing model.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper analyzes international dynamic asset pricing in monetary economy by arbitrage free method. We find that though asset price with money is more complex than that of asset price without money, the asset price with money is simlar to asset price without money. Assets pricing in different regimes of exchange rate is a just specific transformation of the general asset priceing model.
Keywords
Equations; Exchange rates; Indium tin oxide; Investments; Mathematical model; Pricing; Ito process; assets pricing; exchange rate;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5882093
Filename
5882093
Link To Document