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Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination · Study

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ArticleTests of Monetary and Portfolio Balance Models of Exchange Rate Determination

Jeffrey A. Frankel1984

Article1984

Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination

Jeffrey A. Frankel

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

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1995Nonparametric estimation of structural models for high-frequency currency market data 2014Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet 1991Some linear and nonlinear thoughts on exchange rates 2000Self-fulfilling risk predictions:2001Macroeconomic fundamentals and the DM/$ exchange rate: Temporal instability and the monetary model 2011On the relationship between exchange rates and equity returns: A new approach 1990Cointegration between exchange rates and relative prices: another view 1987The Flexible Exchange Rate System: Experience and Alternatives

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Year1984

Typearticle

Published1984-01-01

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Languageen

Citations82

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ShelfMonetary Policy and Economic Impact

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