SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Portfolio-Balance Model of Exchange Rates
0 references·13 citing·47 second hop
The Portfolio-Balance Model of Exchange Rates (1979)The Portfolio-Balance Model of Exchange R…The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets (2012)The dynamic relation between …Real exchange rates, trade balance and capital flows in Africa (2012)Real exchange rates, trade ba…A Portfolio Theory of International Capital Flows (2006)A Portfolio Theory of Interna…Macroeconomic Management (2002)Macroeconomic ManagementInternational Capital Markets and the Limits of National Economic Policy (1992)International Capital Markets…Exchange rate models: Do they work? (1987)Exchange rate models: Do they…Do Sterilized Interventions Affect Exchange Rates? (1986)Do Sterilized Interventions A…Chapter 14 Asset markets, exchange rates and the balance of payments (1985)Chapter 14 Asset markets, exc…The demand for foreign bonds (1983)The demand for foreign bondsSOME TESTS OF THE RATIONAL EXPECTATIONS HYPOTHESIS IN THE FOREIGN EXCHANGE MARKET (1983)SOME TESTS OF THE RATIONAL EX…A portfolio-balance rational-expectations model of the dollar-mark exchange rate (1982)A portfolio-balance rational-…Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marches des changes) (Efectos de la intervencion de los bancos centrales en los mercados de divisas) (1981)Effects of Central Bank Inter…Monetary Stabilization, Intervention and Real Appreciation (1980)Monetary Stabilization, Inter…Optimum consumption and portfolio rules in a continuous-time model (1971)Closing Small Open Economy Models (2002)Interest and Prices (2004)Solving for Country Portfolios in Open Economy Macro Models (2007)Equilibrium Portfolios and External Adjustment Under Incomplete Markets (2008)International Portfolios, Capital Accumulation and Foreign Assets Dynamics (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements (2013)The Effect of Macro Economic Variables on Foreign Portfolio Investments: An Implication for Turkey (2015)The behavior of exchange rate and stock returns in high and low interest rate environments (2021)Expectations and Exchange Rate Dynamics (1976)Exchange Rates and the Current Account. (1980)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Intervention and sterilisation under floating exchange rates: The UK 1973–1983 (1986)ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK‐US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA† (1988)Empirical Assessment of Foreign Currency Risk Premiums (1989)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Testing for unit roots in heterogeneous panels (2003)Asymmetric effect of exchange rate changes on cross-border trade in Nigeria (2020)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Theory of the Term Structure of Interest Rates (1985)An Equilibrium Model of the Business Cycle (1975)After Keynesian Macroeconomics (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)What determines the exchange rate: economic factors or market sentiment? (1997)Macroeconomic News and the Euro/Dollar Exchange Rate (2005)Purchasing power parity (1978)Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)The asset market model of the balance of payments and the exchange rate: A survey of empirical evidence (1983)Exchange Rate Dynamics and Intervention Rules (Dynamique des taux de change et regles d'intervention) (Dinamica del tipo de cambio y normas de intervencion) (1985)Expectations and the neutrality of money (1972)Are Government Bonds Net Wealth? (1974)OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS (2006)The political obstacles to greater exchange rate flexibility in China (2006)Expectations and Exchange Rate Policy (2007)A General Equilibrium Approach To Monetary Theory (1969)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)The evolution of the planning system in the process of large-scale and rapid urbanization in China (2023)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Credit Rationing in Markets with Imperfect Information (1981)The Economic Institutions of Capitalism (1987)Employment-Oriented Central Bank Policy in an Integrated World Economy: A Reform Proposal for South Africa (2003)Long-run growth in open economies (2020)Threat Effects and the Internationalization of Production (2022)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1985Chapter 14 Asset markets, exchange rates and the balance of payments76 cited
  • 2012The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets71 cited
  • 1982A portfolio-balance rational-expectations model of the dollar-mark exchange rate66 cited
  • 2006A Portfolio Theory of International Capital Flows57 cited
  • 1983SOME TESTS OF THE RATIONAL EXPECTATIONS HYPOTHESIS IN THE FOREIGN EXCHANGE MARKET35 cited
  • 1992International Capital Markets and the Limits of National Economic Policy35 cited
  • 1981Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marches des changes) (Efectos de la intervencion de los bancos centrales en los mercados de divisas)31 cited
  • 2012Real exchange rates, trade balance and capital flows in Africa31 cited
  • 2002Macroeconomic Management29 cited
  • 1983The demand for foreign bonds27 cited
  • 1987Exchange rate models: Do they work?21 cited
  • 1986Do Sterilized Interventions Affect Exchange Rates?18 cited
  • 1980Monetary Stabilization, Intervention and Real Appreciation14 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work