Sanho Lim

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Guro-gu

Seoul, 110-745

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Optimal Bond Holding Dynamics with Hedging Motives Against Real Exchange Rate Risks

Number of pages: 28 Posted: 28 Jun 2022
Korea chamber of commerce & industry, Sungkyunkwan University and Sungkyunkwan University - Department of Economics
Downloads 48 (749,943)

Abstract:

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Hedge ratio, real exchange rate risk, DSGE model, higher order approximation, SVAR