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Spot and forward rates in a stochastic model of the foreign exchange market · Study

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ArticleSpot and forward rates in a stochastic model of the foreign exchange market

Robert Driskill1982

Article1982

Spot and forward rates in a stochastic model of the foreign exchange market

Robert Driskill · Stephen A. McCafferty

18 citations·0/0 files stored·Journal of International Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

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References

1961Rational Expectations and the Theory of Price Movements 1976Expectations and Exchange Rate Dynamics 1954Essays in Positive Economics 1973Some International Evidence on Output-Inflation Tradeoffs.1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence

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1984The effect of forward exchange on spot-rate volatility under risk and rational expectations

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1985Chapter 14 Asset markets, exchange rates and the balance of paymentschapter · 8 shared references 1984Asset Markets, Exchange Rates and the Balance of Paymentsreport · 6 shared references 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiencychapter · 6 shared references 1984The effect of forward exchange on spot-rate volatility under risk and rational expectationsarticle · 6 shared references 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970schapter · 5 shared references 1991Exchange Rate Economics: A Surveyarticle · 5 shared references

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Year1982

Typearticle

Published1982-05-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations18

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0022-1996(82)90043-5

openalex_workW1989770263

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