An examination of foreign exchange risk under fixed and floating rate regimes

Journal of International Economics

Volumn 7, Issue 2, 1977, Pages 181-200

  Westerfield, Janice Moulton ^a  

^a FEDERAL RESERVE BANK OF PHILADELPHIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001766676     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/0022-1996(77)90030-7     Document Type: Article

References (25)

1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
2. Portfolio Analysis in a Stable Paretian Market
3. The Behavior of Stock-Market Prices
4. Some Properties of Symmetric Stable Distributions
5. Parameter Estimates for Symmetric Stable Distributions
6. Uncertainty and Forword Exchange Speculation
7. Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets
8. Some Studies of Variability of Returns on Investments in Common Stocks
9. The Random Behavior of Flexible Exchange Rates: Implications for Forecasting
10. The case for flexible exchange rates
11. Tests of foreign exchange forecasting models and market efficiency — A preliminary report
12. The Variation of Certain Speculative Prices
13. The case for freely fluctuating exchange rates; Some evidence
14. Speculative Prices as Random Walks: An Analysis of Ten Time Series of Flexible Exchange Rates
15. The Stability of the Canadian Flexible Exchange Rate, 1950-1962
16. An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems
17. A Note on the Distribution of Stock Price Changes
18. Random Walk and Forward Exchange Rates: A Spectral Analysis
19. A theoritical and empirical examination of risk in the foreign exchange markets