## ABSTRACT In this paper, I investigate the effects of crossβborder capital flows induced by the rate of riskβadjusted excess returns (Sharpe ratio) on the transitional dynamics of the nominal exchange rate's deviation from its fundamental value. For this purpose, a twoβstate timeβvarying transiti
Sources of time-varying exchange rate exposure
β Scribed by Christian Pierdzioch; Renatas Kizys
- Book ID
- 106326891
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 491 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1612-4804
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