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The Role of Speculation in Forward-Rate Determination: The Canadian Flexible Dollar 1953-1960
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The Role of Speculation in Forward-Rate Determination: The Canadian Flexible Dollar 1953-1960 (1971)The Role of Speculation in Forward-Rate D…The effectiveness of arbitrage and speculation in the crude oil futures market (1995)The effectiveness of arbitrag…Taxation, inflation, and interest rates (1985)Taxation, inflation, and inte…Speculation and the Forward Foreign Exchange Rate: A Note (1980)Speculation and the Forward F…Interest Arbitrage between Canada and the United States: A New Perspective (1978)Interest Arbitrage between Ca…Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-71 (Integration financiere et relations entre les taux d'interet des pays industriels, 1958-71) (Integracion financiera y relaciones entre los tipos de interes en los paises industriales, 1958-71) (1973)Financial Integration and Int…An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems (1968)More Evidence on the Role of Speculation in the Canadian Forward Exchange Market (1974)The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations (1977)The Interest Rate Parity Theorem: A Reinterpretation (1973)Covered Interest Arbitrage: Unexploited Profits? (1975)Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations (1980)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline (2005)Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression (2011)Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test (2014)THE INTERNATIONAL DISEQUILIBRIUM SYSTEM (1961)The Fundamental Determinants of the Interest Rates (1970)International Capital Flows and Portfolio Equilibrium (1974)The integration of National financial markets: A review of theory and findings (1978)International linkage of interest rates (2002)The Eurodollar Revolution in Financial Technology: Deregulation, Innovation and Structural Change in Western Banking (2010)Money and Economic Growth (1965)Time Series Analysis Forecasting and Control. (1971)On the Transmission Mechanism of Policy Shocks in Developing Countries (2006)The General Theory of Employment, Interest, and Money (2018)
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  • 1995The effectiveness of arbitrage and speculation in the crude oil futures market48 cited
  • 1973Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-71 (Integration financiere et relations entre les taux d'interet des pays industriels, 1958-71) (Integracion financiera y relaciones entre los tipos de interes en los paises industriales, 1958-71)29 cited
  • 1985Taxation, inflation, and interest rates14 cited
  • 1978Interest Arbitrage between Canada and the United States: A New Perspective13 cited
  • 1980Speculation and the Forward Foreign Exchange Rate: A Note11 cited

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