Open AccessTime Varying Risk-Adjusted Interest Rate Parity : An Analysis based on the Dynamic Stochastic General Equilibrium Model
Author(s) -
Kunhong Kim
Publication year - 2014
Publication title -
muyeok yeon-gu/muyeog yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2384-1958
pISSN - 1738-8112
DOI - 10.16980/jitc.10.6.201412.1177
Subject(s) - economics , econometrics , parity (physics) , interest rate , general equilibrium theory , dynamic stochastic general equilibrium , interest rate parity , mathematics , mathematical economics , microeconomics , monetary economics , monetary policy , physics , particle physics