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Spot and forward rates in a stochastic model of the foreign exchange market
16 references·1 citing·40 second hop
Spot and forward rates in a stochastic model of the foreign exchange market (1982)Spot and forward rates in a stochastic mo…The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach (1980)The Role of Trade Flows in Ex…Tests of Rational Expectations in the Forward Exchange Market (1980)Tests of Rational Expectation…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Consumer's Surplus, Price Instability, and Consumer Welfare (1980)Consumer's Surplus, Price Ins…The diversifiability of exchange risk (1979)The diversifiability of excha…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…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)Some International Evidence o…The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments (1970)The Covered-Arbitrage Schedul…Flexible exchange rates (1969)Flexible exchange ratesForward Exchange, Speculation, and the International Flow of Capital (1968)Forward Exchange, Speculation…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market (1959)The Theory of Forward Exchang…Essays in Positive Economics (1954)Essays in Positive EconomicsThe effect of forward exchange on spot-rate volatility under risk and rational expectations (1984)The effect of forward exchang…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Foundations of Economic Analysis. (1948)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Safeguarding food security in volatile global markets. (2011)Fish Price Volatility (2014)The Impact of Food Prices on Poverty and Food Security (2016)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)A Theory of the Consumption Function (1960)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Minimum Covered Interest Differential Needed for International Arbitrage Activity (1969)Exchange Rate Changes, Profitability, and Direct Foreign Investment (1977)Currency risk in emerging equity markets (2004)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)The New Institutionalism: Organizational Factors in Political Life (1983)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Shared Mental Models: Ideologies and Institutions (1994)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)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1980Consumer's Surplus, Price Instability, and Consumer Welfare186 cited
  • 1969Flexible exchange rates129 cited
  • 1979The diversifiability of exchange risk121 cited
  • 1980The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach120 cited
  • 1959The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market114 cited
  • 1980Tests of Rational Expectations in the Forward Exchange Market110 cited
  • 1970The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments

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86 cited
  • 1968Forward Exchange, Speculation, and the International Flow of Capital53 cited
  • Cited by

    • 1984The effect of forward exchange on spot-rate volatility under risk and rational expectations16 cited