The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics
暂无分享,去创建一个
[1] Sanjay Srivastava,et al. The Covariation of Risk Premiums and Expected Future Spot Exchange Rates , 1985 .
[2] M. Obstfeld,et al. International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence , 1985 .
[3] Thomas H. McCurdy,et al. Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis , 1984 .
[4] Bonnie E. Loopesko. Relationships among exchange rates, intervention, and interest rates: An empirical investigation , 1984 .
[5] Kenneth S. Rogoff,et al. On the effects of sterilized intervention: An analysis of weekly data , 1984 .
[6] R. Huang. Some alternative tests of forward exchange rates as predictors of future spot rates , 1984 .
[7] Keehwan Park. Tests of the hypothesis of the existence of risk premium in the foreign exchange market , 1984 .
[8] J. Frankel. Estimation of portfolio-balance functions that are mean-variance optimizing: The mark and the dollar , 1983 .
[9] Richard T. Baillie,et al. Testing rational expectations and efficiency in the foreign exchange market , 1983 .
[10] Joseph E. Stiglitz,et al. The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. , 1983 .
[11] C. Engel,et al. Do Asset-Demand Functions Optimize Over the Mean and Variance of Real Returns? A Six-Currency Test , 1982 .
[12] David Hsieh. Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets , 1982 .
[13] Jacob A. Frenkel,et al. Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s , 1981, Journal of Political Economy.
[14] M. Obstfeld,et al. A note on exchange-rate expectations and nominal interest differentials , 1981 .
[15] Dave Longworth. Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium , 1981 .
[16] L. Hansen,et al. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.
[17] Michael L. Mussa,et al. Efficiency of Foreign Exchange Markets and Measures of Turbulence , 1980 .
[18] J. Frankel. Tests of Rational Expectations in the Forward Exchange Market , 1980 .
[19] John F. O. Bilson,et al. The "Speculative Efficiency" Hypothesis , 1980 .
[20] Jeffrey A. Frankel,et al. The diversifiability of exchange risk , 1979 .
[21] R. Tryon. Testing for rational expectations in foreign exchange markets , 1979 .
[22] Bradford Cornell,et al. Spot rates, forward rates and exchange market efficiency , 1977 .
[23] P. Boothe. International asset substitutability : theory and evidence for Canada , 1985 .
[24] R. G. Hawkins,et al. The Internationalization of financial markets and national economic policy , 1983 .
[25] L. Hansen,et al. Chapter Title: Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models , 1983 .
[26] Richard M. Levich. Further Results on the Efficiency of Markets for Foreign Exchange , 1978 .
[27] J. Macedo,et al. Exchange Rates and the International Adjustment Process , 1978 .