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Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates

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Bernard Dumas
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HEC Paris - Recherche - Hors Laboratoire

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Humanities and Social Sciences Business administration Strategy and business policy

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https://hal-hec.archives-ouvertes.fr/hal-00612624

Submitted on : Friday, July 29, 2011-2:22:44 PM

Last modification on : Saturday, June 25, 2022-10:52:37 AM

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hal-00612624 , version 1 (29-07-2011)

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  • HAL Id : hal-00612624 , version 1

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Bernard Dumas. Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates: mise à jour de Time to ship and the Dynamics of PPP deviations. 1989. ⟨hal-00612624⟩

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