Estimation of portfolio-balance functions that are mean-variance optimizing: The mark and the dollar
暂无分享,去创建一个
[1] W. Branson,et al. The Specification and Influence of Asset Markets , 1984 .
[2] Sanjay Srivastava,et al. An Investigation of Risk and Return in Forward Foreign Exchange , 1983 .
[3] J. Frankel. A Test of Perfect Substitutability in the Foreign Exchange Market , 1982 .
[4] M. Dooley,et al. A portfolio-balance rational-expectations model of the dollar-mark exchange rate , 1982 .
[5] G. M. Furstenberg. Incentives for International Currency Diversification by U. S. Financial Investors , 1981 .
[6] M. Obstfeld,et al. A note on exchange-rate expectations and nominal interest differentials , 1981 .
[7] L. Hansen,et al. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.
[8] Rudiger Dornbusch,et al. Exchange Rate Economics: Where Do We Stand? , 1980 .
[9] R. Dornbusch. Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination , 1980 .
[10] Paul R. Masson,et al. Exchange rates in the short run: Some further results , 1979 .
[11] Jeffrey A. Frankel,et al. The diversifiability of exchange risk , 1979 .
[12] M. Dooley,et al. The portfolio-balance model of exchange rates , 1979 .
[13] A. A. Robichek,et al. FOREIGN EXCHANGE HEDGING AND THE CAPITAL ASSET PRICING MODEL , 1978 .
[14] J. Dietrich,et al. The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates , 1978 .
[15] Bradford Cornell,et al. Spot rates, forward rates and exchange market efficiency , 1977 .
[16] Bruno Solnik,et al. A pure foreign exchange asset pricing model , 1977 .
[17] R. Litzenberger,et al. Sharing rules and equilibrium in an international capital market under uncertainty , 1976 .
[18] Bruno H. Solnik,et al. An equilibrium model of the international capital market , 1974 .
[19] L. Hansen,et al. Chapter Title: Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models , 1983 .
[20] Jeffrey A. Frankel,et al. In search of the exchange risk premium: A six-currency test assuming mean-variance optimization , 1982 .
[21] J. Macedo,et al. Exchange Rates and the International Adjustment Process , 1978 .
[22] Paul R. Masson,et al. Exchange rates in the short run: The dollar-dentschemark rate , 1977 .