SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Rational Expectations and the Foreign Exchange Market
10 references·0 citing·40 second hop
Rational Expectations and the Foreign Exchange Market (1982)Rational Expectations and the Foreign Exc…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…A Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…Stochastic prices and tests of efficiency of foreign exchange markets (1980)Stochastic prices and tests o…Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach (1980)Monetary Policy and Long-Term…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…Transaction Costs and Interest Arbitrage: Tranquil Versus Turbulent Periods (1976)Transaction Costs and Interes…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The monetary approach to the balance of payments (1977)MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)Order Flow and Exchange Rate Dynamics (1999)THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION (1977)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Exchange rates and ‘news’: A multi-currency approach (1982)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Chapter 14 Asset markets, exchange rates and the balance of payments (1985)The Covariation of Risk Premiums and Expected Future Spot Exchange Rates (1985)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Expectations and Exchange Rate Dynamics (1976)Exchange Rates and the Current Account. (1980)Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Asset Markets, Exchange Rates and the Balance of Payments (1984)Haircuts or hysteresis? Sources of movements in real exchange rates (1995)Conditional variance and the risk premium in the foreign exchange market (1985)The econometric analysis of models with risk terms (1988)Banking on currency forecasts: How predictable is change in money? (1995)Beating the Foreign Exchange Market (1986)What Determines Government Spending Multipliers? (2012)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Capital Controls and Covered Interest Parity (1983)International Linkages in the Term Structure of Interest Rates (1988)Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation (2012)Rational expectations and the expectations model of the term structure (1983)Tests of rationality, neutrality and market efficiency (1984)Consumption, production, inflation and interest rates (1986)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1980Stochastic prices and tests of efficiency of foreign exchange markets80 cited
  • 1980Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach55 cited
  • 1976Transaction Costs and Interest Arbitrage: Tranquil Versus Turbulent Periods31 cited

Cited by

No citing works inside the corpus for this window.

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