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Fixed versus flexible exchange rates and the measurement of exchange rate instability · Study

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ArticleFixed versus flexible exchange rates and the measurement of exchange rate instability

David A. Brodsky1984

Article1984

Fixed versus flexible exchange rates and the measurement of exchange rate instability

David A. Brodsky

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

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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1958Liquidity Preference as Behavior Towards Risk

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1988Exchange Rate Variability and the Slowdown in Growth of International Trade 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates 2002The Impact of G-3 Exchange Rate Volatility on Developing Countries 1989The effects of exchange rate trends and volatility on export prices: Industry examples from Japan, Germany, and the United States 2015Soft Power and Exchange Rate Volatility 2012Exchange Rate Volatility and International Trade Flows in sub-Saharan Africa: Empirical Evidence 2012Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe 2005Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models

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1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*article · 1 shared reference 1973Risk, Return, and Equilibrium: Empirical Testsarticle · 1 shared reference 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]chapter · 1 shared reference 2004The Capital Asset Pricing Model: Theory and Evidencearticle · 1 shared reference 2013Betting against betaarticle · 1 shared reference

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Year1984

Typearticle

Published1984-05-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations68

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/s0022-1996(84)80006-9

openalex_workW2010026407

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1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMINGchapter · 1 shared reference