Accounting for exchange rate variability in present-value models when the discount factor is near one
By: Charles Engel, Kenneth D. West.
Contributors: West, Kenneth D.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10267.; Working paper series (National Bureau of Economic Research) -- working paper no. 10267.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 16
Subjects: Foreign exchange rates -- Mathematical models
Notes: "January 2004."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).