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SSRNRisk, Credit & Banking

Firm Default Risks and Exchange Rates

The author integrates financial frictions from company default choices into an open-economy model to create realistic exchange rate patterns, solving the BackusSmith puzzle.

Featured in No. 56 on 10 Jul 2024 · 5 days after release

Released
5 Jul 2024
First featured
No. 56 · 10 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4886183

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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