This digital document is an article from NBER Reporter, published by National Bureau of Economic Research, Inc. on December 22, 1995. The length of the article is 2096 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
From the supplier: Results gathered from a stochastic model of a world financial market that was constructed to determine whether or not the market is integrated or segmented reveal the disadvantage of combining consumption and capital goods in one market. Exchange rates were hedged using money-based financial instruments. Variables that follow the movement of ex ante risk and return were selected and changes in the Law-of-One-Price were endogenized.
Citation Details
Title: Modeling international financial markets.
Author: Bernard Dumas
Publication:NBER Reporter (Magazine/Journal)
Date: December 22, 1995
Publisher: National Bureau of Economic Research, Inc.
Page: p6(3)
Distributed by Thomson Gale
Modeling international financial markets.: An article from: NBER Reporter
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Book Details
Author(s)Bernard Dumas
ISBN / ASINB00096JFT2
ISBN-13978B00096JFT9
AvailabilityAvailable for download now
MarketplaceUnited States 🇺🇸