The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective
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More about this item
Keywords
Uncovered interest rate parity; consumption CAPM; international financial integration; consumption risk sharing;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- F30 - International Economics - - International Finance - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-02-09 (Central Banking)
- NEP-IFN-2008-02-09 (International Finance)
- NEP-MAC-2008-02-09 (Macroeconomics)
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