-
1
-
-
84993661364
-
Accounting for forward rates in markets for foreign currency
-
Backus D.K., Gregory A.W., Telmer C.I. Accounting for forward rates in markets for foreign currency. Journal of Finance. 58:1993;1887-1908.
-
(1993)
Journal of Finance
, vol.58
, pp. 1887-1908
-
-
Backus, D.K.1
Gregory, A.W.2
Telmer, C.I.3
-
4
-
-
38149146672
-
Exchange rate variability and deviations from unbiasedness in a cash-in-advance model
-
Bekaert G. Exchange rate variability and deviations from unbiasedness in a cash-in-advance model. Journal of International Economics. 36:1994;29-52.
-
(1994)
Journal of International Economics
, vol.36
, pp. 29-52
-
-
Bekaert, G.1
-
5
-
-
0030539421
-
The time-variation of risk and return in foreign exchange markets; A general equilibrium perspective
-
Bekaert G. The time-variation of risk and return in foreign exchange markets; a general equilibrium perspective. Review of Financial Studies. 9:1996;427-440.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 427-440
-
-
Bekaert, G.1
-
7
-
-
0001433460
-
Sticky price and limited participation models of money; A comparison
-
Christiano L.J., Eichenbaum M., Evans C.I. Sticky price and limited participation models of money; a comparison. European Economic Review. 41:1997;1201-1249.
-
(1997)
European Economic Review
, vol.41
, pp. 1201-1249
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.I.3
-
8
-
-
38249012052
-
On the foreign exchange risk premium in a general equilibrium model
-
Engel C. On the foreign exchange risk premium in a general equilibrium model. Journal of International Economics. 32:1992;305-319.
-
(1992)
Journal of International Economics
, vol.32
, pp. 305-319
-
-
Engel, C.1
-
9
-
-
0030163502
-
The forward discount anomaly and the risk premium: A survey of recent evidence
-
Engel C. The forward discount anomaly and the risk premium: a survey of recent evidence. Journal of Empirical Finance. 3:1996;123-191.
-
(1996)
Journal of Empirical Finance
, vol.3
, pp. 123-191
-
-
Engel, C.1
-
11
-
-
0002563938
-
Liquidity, loanable funds, and real activity
-
Fuerst T.S. Liquidity, loanable funds, and real activity. Journal of Monetary Economics. 29:1992;3-24.
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 3-24
-
-
Fuerst, T.S.1
-
15
-
-
0001551170
-
Liquidity and interest rates
-
Lucas R.E. Liquidity and interest rates. Journal of Economic Theory. 50:1990;237-264.
-
(1990)
Journal of Economic Theory
, vol.50
, pp. 237-264
-
-
Lucas, R.E.1
-
16
-
-
0001541920
-
Forward exchange rates and risk premiums in artificial economies
-
Macklem R.T. Forward exchange rates and risk premiums in artificial economies. Journal of International Money and Finance. 10:1991;365-391.
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 365-391
-
-
Macklem, R.T.1
-
17
-
-
0043209573
-
A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: A case of high frequency data with low frequency dynamics
-
Masih A.M.M., Masih R. A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics. Journal of Business Finance and Accounting. 25:1998;987-1003.
-
(1998)
Journal of Business Finance and Accounting
, vol.25
, pp. 987-1003
-
-
Masih, A.M.M.1
Masih, R.2
-
18
-
-
0002859904
-
Testing for unbiasedness in forward markets
-
Moore M.J. Testing for unbiasedness in forward markets. The Manchester School. 62:1994;67-78.
-
(1994)
The Manchester School
, vol.62
, pp. 67-78
-
-
Moore, M.J.1
-
19
-
-
0002751213
-
An application of the seasonally fractionally differenced model to the monetary aggregates
-
Porter-Hudak S. An application of the seasonally fractionally differenced model to the monetary aggregates. Journal of the American Statistical Association. 85(410):1990;338-344.
-
(1990)
Journal of the American Statistical Association
, vol.85
, Issue.410
, pp. 338-344
-
-
Porter-Hudak, S.1
-
20
-
-
0030079302
-
Unconventional preferences; Do they explain foreign exchange risk premia?
-
Sibert A. Unconventional preferences; do they explain foreign exchange risk premia? Journal of International Money and Finance. 15:1996;149-165.
-
(1996)
Journal of International Money and Finance
, vol.15
, pp. 149-165
-
-
Sibert, A.1
-
21
-
-
0000890517
-
Tastes and technology in a two country model of the business cycle; Explaining international co-movements
-
Stockman A.C., Tesar L. Tastes and technology in a two country model of the business cycle; explaining international co-movements. American Economic Review. 85:1995;168-185.
-
(1995)
American Economic Review
, vol.85
, pp. 168-185
-
-
Stockman, A.C.1
Tesar, L.2
|