메뉴 건너뛰기




Volumn , Issue , 2003, Pages 74-118

Risk and exchange rates

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84927971077     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511610141.006     Document Type: Chapter
Times cited : (28)

References (36)
  • 1
    • 38249030663 scopus 로고
    • Stock prices under time-varying dividend risk: An exact solution in an infinite-horizon general equilibrium model
    • (November)
    • Abel, Andrew B. (1988). “Stock Prices under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model,” Journal of Monetary Economics22 (November): 375–93.
    • (1988) Journal of Monetary Economics , vol.22 , pp. 375-393
    • Abel, A.B.1
  • 2
    • 0000665624 scopus 로고
    • Central bank independence and macroeconomic performance: Some comparative evidence
    • (February)
    • Alesina, Alberto, and Lawrence H. Summers (1993). “Central Bank Independence and Macroeconomic Performance: Some Comparative Evidence,” Journal of Money, Credit and Banking25 (February): 151–62.
    • (1993) Journal of Money, Credit and Banking , vol.25 , pp. 151-162
    • Alesina, A.1    Summers, L.H.2
  • 3
    • 0001497486 scopus 로고    scopus 로고
    • Does exchange rate stability increase trade and welfare?
    • (December)
    • Bacchetta, Philippe, and Eric vanWincoop (2000). “Does Exchange Rate Stability Increase Trade and Welfare?” American Economic Review90 (December): 1093–109.
    • (2000) American Economic Review , vol.90 , pp. 1093-1109
    • Bacchetta, P.1    VanWincoop, E.2
  • 4
    • 45149143904 scopus 로고
    • Business cycles and the exchange-rate regime: Some international evidence
    • (May)
    • Baxter, Marianne, and Alan C. Stockman (1989). “Business Cycles and the Exchange-Rate Regime: Some International Evidence,” Journal of Monetary Economics23 (May): 377–400.
    • (1989) Journal of Monetary Economics , vol.23 , pp. 377-400
    • Baxter, M.1    Stockman, A.C.2
  • 5
    • 44949278340 scopus 로고
    • Commodity trade and international risk sharing: How much do financial markets matter?
    • (August)
    • Cole, Harold L., and Maurice Obstfeld (1991). “Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?” Journal of Monetary Economics28 (August): 3–24.
    • (1991) Journal of Monetary Economics , vol.28 , pp. 3-24
    • Cole, H.L.1    Obstfeld, M.2
  • 6
    • 0003314941 scopus 로고    scopus 로고
    • Welfare and macroeconomic interdependence
    • (May)
    • Corsetti, Giancarlo, and Paolo Pesenti (2001). “Welfare and Macroeconomic Interdependence,” Quarterly Journal of Economics116 (May): 421–45.
    • (2001) Quarterly Journal of Economics , vol.116 , pp. 421-445
    • Corsetti, G.1    Pesenti, P.2
  • 8
    • 38249012052 scopus 로고
    • On the foreign exchange risk premium in a general equilibrium model
    • (May)
    • Engel, Charles M. (1992). “On the Foreign Exchange Risk Premium in a General Equilibrium Model,” Journal of International Economics32 (May): 305–19.
    • (1992) Journal of International Economics , vol.32 , pp. 305-319
    • Engel, C.M.1
  • 9
    • 0011071898 scopus 로고    scopus 로고
    • On the foreign exchange risk premium in sticky-price general equilibrium models
    • Peter Isard, Assaf Razin, and Andrew K. Rose (eds.), Boston: Kluwer Academic Publishers
    • Engel, Charles M. (1999). “On the Foreign Exchange Risk Premium in Sticky-Price General Equilibrium Models,” in Peter Isard, Assaf Razin, and Andrew K. Rose (eds.), International Finance and Financial Crises: Essays in Honor of Robert P. Flood, Jr. (Boston: Kluwer Academic Publishers).
    • (1999) International Finance and Financial Crises: Essays in Honor of Robert P. Flood, Jr
    • Engel, C.M.1
  • 10
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • (November)
    • Fama, Eugene F. (1984). “Forward and Spot Exchange Rates,” Journal of Monetary Economics14 (November): 319–38.
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 11
    • 58149364107 scopus 로고
    • Fixing exchange rates: A virtual quest for fundamentals
    • (August)
    • Flood, Robert P., and Andrew K. Rose (1995). “Fixing Exchange Rates: A Virtual Quest for Fundamentals,” Journal of Monetary Economics36 (August): 3–37.
    • (1995) Journal of Monetary Economics , vol.36 , pp. 3-37
    • Flood, R.P.1    Rose, A.K.2
  • 12
    • 0001871587 scopus 로고
    • Are exchange rates excessively volatile?
    • 1987
    • Frankel, Jeffrey A., and Richard A. Meese (1987). “Are Exchange Rates Excessively Volatile?” NBER Macroeconomics Annual, 1987: 117–53.
    • (1987) NBER Macroeconomics Annual , pp. 117-153
    • Frankel, J.A.1    Meese, R.A.2
  • 14
    • 84938048507 scopus 로고
    • Towards a consistent comparison of alternative exchange rate systems
    • (August 1979)
    • Helpman, Elhanan, and Assaf Razin (1979). “Towards a Consistent Comparison of Alternative Exchange Rate Systems,” Canadian Journal of Economics12 (August 1979): 394–409.
    • (1979) Canadian Journal of Economics , vol.12 , pp. 394-409
    • Helpman, E.1    Razin, A.2
  • 15
    • 0000358347 scopus 로고
    • Risk, uncertainty, and exchange rates
    • (May)
    • Hodrick, Robert J. (1989). “Risk, Uncertainty, and Exchange Rates,” Journal of Monetary Economics23 (May): 433–60.
    • (1989) Journal of Monetary Economics , vol.23 , pp. 433-460
    • Hodrick, R.J.1
  • 16
    • 21844519636 scopus 로고
    • The quantitative analytics of the basic neomonetarist model
    • (November, part 2)
    • Kimball, Miles S. (1995). “The Quantitative Analytics of the Basic Neomonetarist Model,” Journal of Money, Credit, and Banking27 (November, part 2): 1241–77.
    • (1995) Journal of Money, Credit, and Banking , vol.27 , pp. 1241-1277
    • Kimball, M.S.1
  • 17
    • 0003124598 scopus 로고
    • What do we need to know about the international monetary system?
    • Peter B. Kenen (ed.), Princeton: Princeton University Press
    • Krugman, Paul R. (1995). “What Do We Need to Know about the International Monetary System?” in Peter B. Kenen (ed.), Understanding Interdependence: The Macroeconomics of the Open Economy. (Princeton: Princeton University Press).
    • (1995) Understanding Interdependence: The Macroeconomics of The Open Economy
    • Krugman, P.R.1
  • 18
    • 77956852950 scopus 로고
    • Puzzles in international financial markets
    • Gene Grossman and Kenneth Rogoff (eds.), Amsterdam: Elsevier Science Publishers
    • Lewis, Karen K. (1995). “Puzzles in International Financial Markets,” in Gene Grossman and Kenneth Rogoff (eds.), Handbook of International Economics, vol. 3. (Amsterdam: Elsevier Science Publishers).
    • (1995) Handbook of International Economics , vol.3
    • Lewis, K.K.1
  • 20
    • 0013148655 scopus 로고
    • Interest rates and currency prices in a two-country world
    • (July)
    • Lucas, Robert E., Jr. (1982). “Interest Rates and Currency Prices in a Two-Country World,” Journal of Monetary Economics22 (July): 3–42.
    • (1982) Journal of Monetary Economics , vol.22 , pp. 3-42
    • Lucas, R.E.1
  • 21
    • 0001851162 scopus 로고
    • The out-of-sample failure of empirical exchange rate models: Sampling error or misspecification?
    • Jacob A. Frenkel (ed.), Chicago: University of Chicago Press
    • Meese, Richard A., and Kenneth Rogoff (1983). “The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?” in Jacob A. Frenkel (ed.), Exchange Rates and International Macroeconomics. (Chicago: University of Chicago Press).
    • (1983) Exchange Rates and International Macroeconomics
    • Meese, R.A.1    Rogoff, K.2
  • 22
    • 84960603393 scopus 로고
    • A model of the demand for money by firms
    • (August)
    • Miller, Merton H., and Daniel Orr (1966). “A Model of the Demand for Money by Firms,” Quarterly Journal of Economics80 (August): 413–35.
    • (1966) Quarterly Journal of Economics , vol.80 , pp. 413-435
    • Miller, M.H.1    Orr, D.2
  • 23
    • 0042273578 scopus 로고
    • Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications
    • (Autumn)
    • Mussa, Michael (1986). “Nominal Exchange Rate Regimes and the Behavior of Real Exchange Rates: Evidence and Implications,” Carnegie–Rochester Conference Series on Public Policy25 (Autumn): 117–214.
    • (1986) Carnegie–Rochester Conference Series on Public Policy , vol.25 , pp. 117-214
    • Mussa, M.1
  • 24
    • 0032372080 scopus 로고    scopus 로고
    • Open-economy macroeconomics: Developments in theory and policy
    • (March)
    • Obstfeld, Maurice (1998). “Open-Economy Macroeconomics: Developments in Theory and Policy,” Scandinavian Journal of Economics100 (March): 247–75.
    • (1998) Scandinavian Journal of Economics , vol.100 , pp. 247-275
    • Obstfeld, M.1
  • 25
    • 0009939471 scopus 로고    scopus 로고
    • International macroeconomics: Beyond the mundell-fleming model
    • (Special Issue)
    • Obstfeld, Maurice (2001). “International Macroeconomics: Beyond the Mundell-Fleming Model,” International Monetary Fund Staff Papers47 (Special Issue): 1–39.
    • (2001) International Monetary Fund Staff Papers , vol.47 , pp. 1-39
    • Obstfeld, M.1
  • 26
    • 0042920979 scopus 로고    scopus 로고
    • Inflation targeting. Exchange-rate pass-through, and volatility
    • (May)
    • Obstfeld, Maurice (2002). “Inflation Targeting. Exchange-Rate Pass-Through, and Volatility,” American Economic Review92 (May): 102–7.
    • (2002) American Economic Review , vol.92 , pp. 102-107
    • Obstfeld, M.1
  • 27
    • 0029532393 scopus 로고
    • Exchange rate dynamics redux
    • (June)
    • Obstfeld, Maurice, and Kenneth Rogoff (1995). “Exchange Rate Dynamics Redux,” Journal of Political Economy103 (June): 624–60.
    • (1995) Journal of Political Economy , vol.103 , pp. 624-660
    • Obstfeld, M.1    Rogoff, K.2
  • 29
    • 0033953153 scopus 로고    scopus 로고
    • New directions for stochastic open economy models
    • (February)
    • Obstfeld, Maurice, and Kenneth Rogoff (2000). “New Directions for Stochastic Open Economy Models,” Journal of International Economics50 (February): 117–53.
    • (2000) Journal of International Economics , vol.50 , pp. 117-153
    • Obstfeld, M.1    Rogoff, K.2
  • 30
    • 0036589436 scopus 로고    scopus 로고
    • Global implications of self-oriented national monetary rules
    • (May)
    • Obstfeld, Maurice, and Kenneth Rogoff (2002). “Global Implications of Self-Oriented National Monetary Rules.” Quarterly Journal of Economics117 (May): 503–35.
    • (2002) Quarterly Journal of Economics , vol.117 , pp. 503-535
    • Obstfeld, M.1    Rogoff, K.2
  • 31
    • 0032063528 scopus 로고    scopus 로고
    • Nominal rigidity and monetary uncertainty in a small open economy
    • (May)
    • Rankin, Neil (1998). “Nominal Rigidity and Monetary Uncertainty in a Small Open Economy,” Journal of Economic Dynamics and Control22 (May): 679–702.
    • (1998) Journal of Economic Dynamics and Control , vol.22 , pp. 679-702
    • Rankin, N.1
  • 32
    • 0001778064 scopus 로고
    • Currency prices, terms of trade, and interest rates: Ageneral-equilibrium asset-pricing cash-in-advance approach
    • (February)
    • Svensson, Lars E.O. (1985). “Currency Prices, Terms of Trade, and Interest Rates: AGeneral-Equilibrium Asset-Pricing Cash-in-Advance Approach,” Journal of International Economics18 (February): 17–41.
    • (1985) Journal of International Economics , vol.18 , pp. 17-41
    • Svensson, L.E.1
  • 33
    • 84962993009 scopus 로고
    • Sticky goods prices, flexible asset prices, monopolistic competition, and monetary policy
    • (July)
    • Svensson, Lars E. O. (1986). “Sticky Goods Prices, Flexible Asset Prices, Monopolistic Competition, and Monetary Policy,” Review of Economic Studies53 (July): 385–405.
    • (1986) Review of Economic Studies , vol.53 , pp. 385-405
    • Svensson, L.E.O.1
  • 34
    • 0000922266 scopus 로고
    • Excess capacity, monopolistic competition, and international transmission of monetary disturbances
    • (September)
    • Svensson, Lars E. O., and Sweder van Wijnbergen (1989). “Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances,” Economic Journal99 (September): 785–805.
    • (1989) Economic Journal , vol.99 , pp. 785-805
    • Svensson, L.E.O.1    Van Wijnbergen, S.2
  • 36
    • 84963045419 scopus 로고
    • A rationalization of the precautionary demand for cash
    • (May)
    • Whalen, Edward L. (1966). “A Rationalization of the Precautionary Demand for Cash,” Quarterly Journal of Economics80 (May): 314–24.
    • (1966) Quarterly Journal of Economics , vol.80 , pp. 314-324
    • Whalen, E.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.