Speculation and the volatility of foreign currency exchange rates
暂无分享,去创建一个
[1] R. Townsend,et al. Individual forecasting and aggregate outcomes: Equilibrium theory with learning and disparate expectations: some issues and methods , 1984 .
[2] B. Bosworth. Taxes and the Investment Recovery , 1985 .
[3] R. Huang,et al. The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility , 1981 .
[4] R. Dornbusch. Expectations and Exchange Rate Dynamics , 1976, Journal of Political Economy.
[5] M. Obstfeld. Multiple Stable Equilibria in an Optimizing Perfect-Foresight Model , 1984 .
[6] Michael L. Mussa. A Model of Exchange Rate Dynamics , 1982, Journal of Political Economy.
[7] G. Calvo. On Models of Money and Perfect Foresight , 1979 .
[8] David K. Levine,et al. Comparative Statics and Perfect Foresight in Infinite Horizon Economies , 1985 .
[9] M. Watson,et al. Bubbles, Rational Expectations and Financial Markets , 1982 .
[10] R. Meese,et al. Rational Expectations and the Volatility of Floating Exchange Rates , 1983 .
[11] K. Koedijk,et al. Bilateral exchange rates and risk premia , 1988 .
[12] R. Dornbusch. Equilibrium and Disequilibrium Exchange Rates , 1982, Journal of Contextual Economics – Schmollers Jahrbuch.
[13] C. Engel,et al. Why interest rates react to money announcements: An explanation from the foreign exchange market , 1984 .
[14] R. Meese. Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? , 1986, Journal of Political Economy.
[15] E. Fama,et al. Forward and spot exchange rates , 1984 .
[16] Optimal and Time Consistent Exchange Rate Management in an Overlapping Generations Economy , 1983 .
[17] M. Obstfeld,et al. Exchange-Rate Dynamics , 1983 .
[18] Robert P. Flood,et al. Asset Price Volatility, Bubbles, and Process Switching , 1986 .
[19] Russell P. Robins,et al. Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model , 1987 .
[20] J. Frenkel,et al. The International Transmission and Effects of Fiscal Policies , 1986 .
[21] Sanford J. Grossman. ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION , 1976 .
[22] Kenneth S. Rogoff,et al. Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out? , 1981 .
[23] A. Meltzer,et al. Long- and short-term interest rates in a risky world☆ , 1983 .
[24] Nancy L. Stokey,et al. Information, Trade, and Common Knowledge , 1982 .
[25] Michael L. Mussa. Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications , 1986 .
[26] Sanjay Srivastava,et al. The Covariation of Risk Premiums and Expected Future Spot Exchange Rates , 1985 .
[27] Lars E. O. Svensson,et al. Capital Flows, Investment, and Exchange Rates , 1985 .
[28] Robert M. Townsend,et al. Forecasting the Forecasts of Others , 1983, Journal of Political Economy.
[29] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[30] J. Sachs,et al. Macroeconomic Policy Coordination among the Industrial Economies , 1984 .
[31] R. Shiller. Stock Prices and Social Dynamics , 1984 .
[32] Robert E. Lucas,et al. Money in a theory of finance , 1984 .
[33] J. Tirole. ASSET BUBBLES AND OVERLAPPING GENERATIONS , 1985 .
[34] J. Tirole. On the Possibility of Speculation under Rational Expectations , 1982 .
[35] Neil Wallace,et al. On the indeterminacy of equilibrium exchange rates , 1981 .
[36] Lars E. O. Svensson. Money and Asset Prices in a Cash-in-Advance Economy , 1985, Journal of Political Economy.
[37] H. Johnson. Destabilizing Speculation: A General Equilibrium Approach , 1976, Journal of Political Economy.
[38] Robert E. Lucas,et al. Interest rates and currency prices in a two-country world , 1982 .
[39] Herschel I. Grossman,et al. Rational Bubbles in Stock Prices? , 1985 .
[40] Robert P. Flood,et al. Market Fundamentals versus Price-Level Bubbles: The First Tests , 1980, Journal of Political Economy.
[41] Sanford J. Grossman. On the Impossibility of Informationally Efficient Markets , 1980 .
[42] Martin Hellwig,et al. On the aggregation of information in competitive markets , 1980 .
[43] Dani Rodrik,et al. Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates , 1986 .
[44] James D. Hamilton,et al. The observable implications of self-fulfilling expectations , 1985 .
[45] Craig S. Hakkio,et al. Conditional variance and the risk premium in the foreign exchange market , 1985 .
[46] Robert E. Lucas,et al. EQUILIBRIUM IN A PURE CURRENCY ECONOMY , 1980 .
[47] Herschel I. Grossman,et al. Rational Inflationary Bubbles , 1986 .
[48] Anat R. Admati. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets , 1985 .
[49] Kenneth S. Rogoff,et al. Exchange rate models of the seventies. Do they fit out of sample , 1983 .
[50] S. Turnovsky,et al. The Forward Exchange Market, Speculation, and Exchange Market Intervention , 1983 .
[51] W. Woo. The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rate , 1985 .
[52] G. Hardouvelis,et al. Economic News, Exchange Rates and Interest Rates , 1988 .
[53] R. Shiller. The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure , 1979, Journal of Political Economy.
[54] P. Krugman. Is the Strong Dollar Sustainable? , 1985 .
[55] R. Mckinnon,et al. An international standard for monetary stabilization , 1984 .
[56] M. Obstfeld. Floating Exchange Rates: Experience and Prospects , 1986 .
[57] C. Engel,et al. Do Asset-Demand Functions Optimize Over the Mean and Variance of Real Returns? A Six-Currency Test , 1982 .
[58] David M. Kreps. A note on "fulfilled expectations" equilibria , 1977 .
[59] Alan C. Stockman. A Theory of Exchange Rate Determination , 1980, Journal of Political Economy.