Mirela Sandulescu

University of Lugano

Via Buffi 13

CH-6900 Lugano

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Lugano

  • Swiss Finance Institute

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Model-Free International Stochastic Discount Factors

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Citation 7

Model-Free International Stochastic Discount Factors

Swiss Finance Institute Research Paper No. 18-18
Number of pages: 42 Posted: 16 Nov 2017 Last Revised: 21 Jun 2019
Mirela Sandulescu, Fabio Trojani and Andrea Vedolin
University of Lugano, Swiss Finance Institute and Boston University - Department of Finance & Economics
Downloads 537 (51,661)
Citation 7

Abstract:

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stochastic discount factor, exchange rates, market segmentation, financial intermediaries

Model-Free International Stochastic Discount Factors

CEPR Discussion Paper No. DP12971
Number of pages: 75 Posted: 11 Jun 2018
Mirela Sandulescu, Fabio Trojani and Andrea Vedolin
University of Lugano, Swiss Finance Institute and Boston University - Department of Finance & Economics
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Abstract:

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Exchange Rates, financial intermediaries, market incompleteness, Market Segmentation, Stochastic discount factor