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Volumn 6, Issue 34, 2007, Pages

Learning, forward premium puzzle and exchange rate fundamentals under sticky prices

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Indexed keywords


EID: 34548307249     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (3)

References (11)
  • 2
    • 0030163502 scopus 로고    scopus 로고
    • The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
    • Engel, C. (1996) "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence" Journal of Empirical Finance 3, 123-192
    • (1996) Journal of Empirical Finance , vol.3 , pp. 123-192
    • Engel, C.1
  • 3
    • 21044437667 scopus 로고    scopus 로고
    • Exchange Rates and Fundamentals
    • Engel, C., and K.D. West (2005) "Exchange Rates and Fundamentals" Journal of Political Economy 113(3), 485-517
    • (2005) Journal of Political Economy , vol.113 , Issue.3 , pp. 485-517
    • Engel, C.1    West, K.D.2
  • 4
    • 0000027575 scopus 로고
    • A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84
    • Evans, G.W. (1986) "A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84" American Economic Review 76/4, 621-636
    • (1986) American Economic Review , vol.76 , Issue.4 , pp. 621-636
    • Evans, G.W.1
  • 6
    • 48549113655 scopus 로고
    • Forward and Spot Exchange Rates
    • Fama, E.F. (1984) "Forward and Spot Exchange Rates" Journal of Monetary Economics 14/3, 319-38
    • (1984) Journal of Monetary Economics , vol.14 , Issue.3 , pp. 319-338
    • Fama, E.F.1
  • 7
  • 8
    • 77956852950 scopus 로고
    • Puzzles in International Financial Markets
    • Lewis, K.K. (1995) "Puzzles in International Financial Markets" Handbook of International Economics 3, 1913-71
    • (1995) Handbook of International Economics , vol.3 , pp. 1913-1971
    • Lewis, K.K.1
  • 9
    • 0000634139 scopus 로고
    • The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating
    • Mussa, M. (1976) "The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating" Scandinavian Journal of Economics 78/2, 229-48
    • (1976) Scandinavian Journal of Economics , vol.78 , Issue.2 , pp. 229-248
    • Mussa, M.1
  • 10
    • 33645748074 scopus 로고    scopus 로고
    • Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
    • Rossi, B. (2006) "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability" Macroeconomic Dynamics 10/1, 20-38
    • (2006) Macroeconomic Dynamics , vol.10 , Issue.1 , pp. 20-38
    • Rossi, B.1
  • 11
    • 0001527764 scopus 로고
    • A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
    • Stock, J.H., and M.W. Watson (1993) "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems" Econometrica 61/4, 783-820
    • (1993) Econometrica , vol.61 , Issue.4 , pp. 783-820
    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.