English, Article, Journal or magazine article edition: A Two-Country Discontinuous General Equilibrium Model Ciprian Necula

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Bookmark: http://trove.nla.gov.au/version/198174
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A Two-Country Discontinuous General Equilibrium Model
Author
  • Ciprian Necula
Physical Description
  • preprint
Notes
  • The aim of this paper is to develop a continuous time general equilibrium model for a two country Lucas type economy. The model assumes that the output in the two countries follows a jump-diffusion stochastic process. We obtain the results concerning the evaluation of financial assets, the determination of the exchange rate, of the interest rate, and of the risk premium in this two-country economy.
  • general equilibrium model, two-country Lucas economy, exchange rate, risk premium, jump-diffusion
  • RePEc:cab:wpaefr:23
Language
  • English
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