14. Exchange Rates in a Stochastic Discount Factor Framework

  1. Jessica James,
  2. Ian W. Marsh4 and
  3. Lucio Sarno4,5
  1. Hanno Lustig1,2 and
  2. Adrien Verdelhan2,3

Published Online: 8 OCT 2012

DOI: 10.1002/9781118445785.ch14

Handbook of Exchange Rates

Handbook of Exchange Rates

How to Cite

Lustig, H. and Verdelhan, A. (2012) Exchange Rates in a Stochastic Discount Factor Framework, in Handbook of Exchange Rates (eds J. James, I. W. Marsh and L. Sarno), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118445785.ch14

Editor Information

  1. 4

    Cass Business School, London, UK

  2. 5

    CEPR, UK

Author Information

  1. 1

    UCLA Anderson School of Management, Los Angeles, CA, USA

  2. 2


  3. 3

    Department of Finance, MIT Sloan School of Management, Cambridge, MA, USA

Publication History

  1. Published Online: 8 OCT 2012
  2. Published Print: 14 JUN 2012

ISBN Information

Print ISBN: 9780470768839

Online ISBN: 9781118445785


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