-
1
-
-
0003451811
-
-
Cambridge University Press, Cambridge
-
Allen, P.R., Kenen, P., 1980. Asset Markets, Exchange Rates and Economic Integration. Cambridge University Press, Cambridge.
-
(1980)
Asset Markets, Exchange Rates and Economic Integration
-
-
Allen, P.R.1
Kenen, P.2
-
2
-
-
0001660278
-
The speculative efficiency hypothesis
-
Bilson, J.F.O., 1981. The speculative efficiency hypothesis. J. Bus. 54, 435-451.
-
(1981)
J. Bus.
, vol.54
, pp. 435-451
-
-
Bilson, J.F.O.1
-
3
-
-
38149144382
-
The profitability of currency speculation
-
Bilson, J.F.O., Hsieh, D.A., 1987. The profitability of currency speculation. Int. J. Forecasting 3, 115-130.
-
(1987)
Int. J. Forecasting
, vol.3
, pp. 115-130
-
-
Bilson, J.F.O.1
Hsieh, D.A.2
-
6
-
-
38249007124
-
Further evidence on exchange rate expectations
-
Cavaglia, S., Verschoor, W., Wolff, C., 1993. Further evidence on exchange rate expectations. J. Int. Money Finance 12, 78-98.
-
(1993)
J. Int. Money Finance
, vol.12
, pp. 78-98
-
-
Cavaglia, S.1
Verschoor, W.2
Wolff, C.3
-
7
-
-
21344479057
-
On the biasedness of forward foreign exchange rates
-
Cavaglia, S., Verschoor, W., Wolff, C., 1994. On the biasedness of forward foreign exchange rates. J. Bus. 67, 321-343.
-
(1994)
J. Bus.
, vol.67
, pp. 321-343
-
-
Cavaglia, S.1
Verschoor, W.2
Wolff, C.3
-
8
-
-
0002629599
-
Patterns in exchange rate forecasts for 25 currencies
-
Chinn, M., Frankel, J.A., 1994. Patterns in exchange rate forecasts for 25 currencies. J. Money Credit Banking, 26.
-
(1994)
J. Money Credit Banking
, pp. 26
-
-
Chinn, M.1
Frankel, J.A.2
-
9
-
-
0000424730
-
Are foreign exchange forecasts rational? New evidence from survey data
-
Dominguez, K., 1986. Are foreign exchange forecasts rational? New evidence from survey data. Econ. Lett. 21, 277-281.
-
(1986)
Econ. Lett.
, vol.21
, pp. 277-281
-
-
Dominguez, K.1
-
10
-
-
0001620586
-
Does foreign-exchange intervention matter? The portfolio effect
-
Dominguez, K., Frankel, J., 1993a. Does foreign-exchange intervention matter? The portfolio effect. Am. Econ. Rev. 83 (5), 1356-1369.
-
(1993)
Am. Econ. Rev.
, vol.83
, Issue.5
, pp. 1356-1369
-
-
Dominguez, K.1
Frankel, J.2
-
11
-
-
0003547792
-
-
Institute for International Economics, Washington, DC
-
Dominguez, K., Frankel, J., 1993b. Does Foreign Exchange Market Intervention Work? Institute for International Economics, Washington, DC.
-
(1993)
Does Foreign Exchange Market Intervention Work?
-
-
Dominguez, K.1
Frankel, J.2
-
12
-
-
0002048772
-
Conditional variance and the risk premium in the foreign exchange market
-
Domowitz, I., Hakkio, C., 1985. Conditional variance and the risk premium in the foreign exchange market. J. Int. Econ. 19, 47-66.
-
(1985)
J. Int. Econ.
, vol.19
, pp. 47-66
-
-
Domowitz, I.1
Hakkio, C.2
-
13
-
-
0001809375
-
A portfolio-balance rational-expectations model of the dollar-mark rate
-
Dooley, M., Isard, P., 1982. A portfolio-balance rational-expectations model of the dollar-mark rate. J. Int. Econ. 12, 257-276.
-
(1982)
J. Int. Econ.
, vol.12
, pp. 257-276
-
-
Dooley, M.1
Isard, P.2
-
14
-
-
0030163502
-
The forward discount anomaly and the risk premium: A survey of the recent evidence
-
Engel, C., 1996. The forward discount anomaly and the risk premium: A survey of the recent evidence. J. Empir. Finance 3, 123-192.
-
(1996)
J. Empir. Finance
, vol.3
, pp. 123-192
-
-
Engel, C.1
-
15
-
-
48549113655
-
Forward and spot exchange rates
-
Fama, E.F., 1984. Forward and spot exchange rates. J. Monetary Econ. 14 (3), 319-338.
-
(1984)
J. Monetary Econ.
, vol.14
, Issue.3
, pp. 319-338
-
-
Fama, E.F.1
-
17
-
-
0000985807
-
In search of the exchange risk premium: A six currency test assuming mean-variance optimisation
-
Frankel, J.A., 1982. In search of the exchange risk premium: A six currency test assuming mean-variance optimisation. J. Int. Money Finance 1, 255-274.
-
(1982)
J. Int. Money Finance
, vol.1
, pp. 255-274
-
-
Frankel, J.A.1
-
19
-
-
84982690175
-
Exchange rate expectations and the risk premium: Tests for a cross section of 17 currencies
-
Frankel, J., Chinn, M., 1993. Exchange rate expectations and the risk premium: Tests for a cross section of 17 currencies. Rev. Int. Econ. 1, 136-144.
-
(1993)
Rev. Int. Econ.
, vol.1
, pp. 136-144
-
-
Frankel, J.1
Chinn, M.2
-
20
-
-
0000131597
-
Using survey data to test some standard propositions regarding exchange rate expectations
-
Frankel, J., Froot, K., 1987. Using survey data to test some standard propositions regarding exchange rate expectations. Am. Econ. Rev. 77 (1), 133-153.
-
(1987)
Am. Econ. Rev.
, vol.77
, Issue.1
, pp. 133-153
-
-
Frankel, J.1
Froot, K.2
-
21
-
-
84959841139
-
Interpreting tests of forward discount bias using survey data on exchange rate expectations
-
Frankel, J., Froot, K., 1989. Interpreting tests of forward discount bias using survey data on exchange rate expectations. Q. J. Econ. 104, 139-161.
-
(1989)
Q. J. Econ.
, vol.104
, pp. 139-161
-
-
Frankel, J.1
Froot, K.2
-
22
-
-
0003261523
-
Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
-
Frankel, J., Froot, K., 1990. Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market. NBER Working Paper No. 3470.
-
(1990)
NBER Working Paper No. 3470
-
-
Frankel, J.1
Froot, K.2
-
24
-
-
0000358347
-
Risk, uncertainty and exchange rates
-
Hodrick, R.J., 1989. Risk, uncertainty and exchange rates. J. Monetary Econ. 23, 433-459.
-
(1989)
J. Monetary Econ.
, vol.23
, pp. 433-459
-
-
Hodrick, R.J.1
-
25
-
-
0001054949
-
The peso problem in testing the efficiency of forward exchange markets
-
Krasker, W., 1980. The peso problem in testing the efficiency of forward exchange markets. J. Monetary Econ. 6, 269-276.
-
(1980)
J. Monetary Econ.
, vol.6
, pp. 269-276
-
-
Krasker, W.1
-
26
-
-
0000639652
-
Changing beliefs and systematic forecast errors
-
Lewis, K., 1989. Changing beliefs and systematic forecast errors. Am. Econ. Rev. 79, 621-636.
-
(1989)
Am. Econ. Rev.
, vol.79
, pp. 621-636
-
-
Lewis, K.1
-
27
-
-
0013148655
-
Interest rates and currency prices in a two-country world
-
Lucas, R.E., 1982. Interest rates and currency prices in a two-country world. J. Monetary Econ. 16, 335-360.
-
(1982)
J. Monetary Econ.
, vol.16
, pp. 335-360
-
-
Lucas, R.E.1
-
29
-
-
0003283726
-
Exchange rate economics: An empirical perspective
-
Bird, G. Ed. Surrey University Press, Surrey
-
MacDonald, R., 1990a. Exchange rate economics: An empirical perspective. In: Bird, G. (Ed.), The International Financial Regime. Surrey University Press, Surrey.
-
(1990)
The International Financial Regime
-
-
MacDonald, R.1
-
30
-
-
84981411540
-
Are foreign exchange market forecasters rational?: Some survey based tests
-
MacDonald, R., 1990b. Are foreign exchange market forecasters rational?: Some survey based tests. Manchester School Econ. Social Stud. LVIII, 229-241.
-
(1990)
Manchester School Econ. Social Stud.
, vol.58
, pp. 229-241
-
-
MacDonald, R.1
-
31
-
-
0000570968
-
Exchange rate survey data: A disaggregated G-7 approach
-
MacDonald, R., 1992. Exchange rate survey data: A disaggregated G-7 approach. Manchester School Econ. Social Stud. 60, 147-162.
-
(1992)
Manchester School Econ. Social Stud.
, vol.60
, pp. 147-162
-
-
MacDonald, R.1
-
32
-
-
84979381170
-
Combining exchange rate forecasts: What is the optimal consensus measure?
-
MacDonald, R., Marsh, I., 1994. Combining exchange rate forecasts: What is the optimal consensus measure? J. Forecasting 13, 313-332.
-
(1994)
J. Forecasting
, vol.13
, pp. 313-332
-
-
MacDonald, R.1
Marsh, I.2
-
33
-
-
0030268672
-
Foreign exchange forecasters are heterogenous confirmation and consequences
-
MacDonald, R., Marsh, I.W., 1996. Foreign exchange forecasters are heterogenous confirmation and consequences. J. Int. Money Finance 15, 665-685.
-
(1996)
J. Int. Money Finance
, vol.15
, pp. 665-685
-
-
MacDonald, R.1
Marsh, I.W.2
-
34
-
-
84981632180
-
On risk, rationality and excessive speculation in the deutsche-mark-US dollar exchange market: Some evidence using survey data
-
MacDonald, R., Torrance, T.S., 1988. On risk, rationality and excessive speculation in the deutsche-mark-US dollar exchange market: Some evidence using survey data. Oxford Bull. Econ. Stat. 50 (2), 1-17.
-
(1988)
Oxford Bull. Econ. Stat.
, vol.50
, Issue.2
, pp. 1-17
-
-
MacDonald, R.1
Torrance, T.S.2
-
35
-
-
0001665031
-
Expectations formation and risk in four foreign exchange markets
-
MacDonald, R., Torrance, T.S., 1990. Expectations formation and risk in four foreign exchange markets. Oxford Econ. Pap. 42, 544-561.
-
(1990)
Oxford Econ. Pap.
, vol.42
, pp. 544-561
-
-
MacDonald, R.1
Torrance, T.S.2
-
36
-
-
0002413498
-
On time-varying risk premia in the foreign exchange market
-
Mark, N., 1985. On time-varying risk premia in the foreign exchange market. J. Monetary Econ. 16, 3-58.
-
(1985)
J. Monetary Econ.
, vol.16
, pp. 3-58
-
-
Mark, N.1
-
37
-
-
0002610624
-
A note on the performance of foreign exchange forecasters in a portfolio framework
-
Marsh, I.W., Power, D.M., 1996. A note on the performance of foreign exchange forecasters in a portfolio framework. J. Banking Finance 20, 605-613.
-
(1996)
J. Banking Finance
, vol.20
, pp. 605-613
-
-
Marsh, I.W.1
Power, D.M.2
-
38
-
-
0002616729
-
Risk information and forward exchange rates
-
Frenkel, J.A., Johnson, H.G. (Eds.). Addison-Wesley, Reading, MA
-
Stockman, A., 1978. Risk information and forward exchange rates. In: Frenkel, J.A., Johnson, H.G. (Eds.), The Economics of Exchange Rates. Addison-Wesley, Reading, MA.
-
(1978)
The Economics of Exchange Rates
-
-
Stockman, A.1
|