Investment and exchange rate uncertainty under different regimes
This paper examines the impact of the exchange rate uncertainty on investment under different exchange rate regimes. The paper presents a theoretical model where exchange rate is a stochastic process and investment behaves as an American option with dividends. The paper evaluates the performance of...
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| Autor principal: | |
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| Formato: | article |
| Lenguaje: | EN PT |
| Publicado: |
Universidade de São Paulo
2014
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/6d55675a206b4b1781185916a114c11d |
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