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  • Article
  • Journal of International Economics

Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach

By: K. A. Froot and M. Obstfeld
  • Format:Print
  • | Pages:28
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Keywords

Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; Asset Pricing

Citation

Froot, K. A., and M. Obstfeld. "Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach." Journal of International Economics 31, nos. 3-4 (November 1991): 203–230. (Revised from NBER Working Paper No. 2835, February 1989.)
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About The Author

Kenneth A. Froot

→More Publications

More from the Authors

    • July 2017
    • Journal of Financial Economics

    What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?

    By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
    • May 2012 (Revised February 2013)
    • Faculty Research

    Innovating into Active ETFs: Factor Funds Capital Management LLC (TN)

    By: Lauren Cohen, Kenneth Froot and Timothy Gray
    • Journal of Portfolio Management

    How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

    By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
More from the Authors
  • What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns? By: Kenneth A. Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
  • Innovating into Active ETFs: Factor Funds Capital Management LLC (TN) By: Lauren Cohen, Kenneth Froot and Timothy Gray
  • How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios By: Kenneth A. Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
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