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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

Bernard Dumas 1 
1 HEC Paris - Recherche - Hors Laboratoire
Keywords : Pricing Physical Assets Internationnaly Non linear Heteroskedastic Process Equilibrium Real Exchange Rates
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https://hal-hec.archives-ouvertes.fr/hal-00612624
Contributor : Antoine Haldemann Connect in order to contact the contributor
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 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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