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Money, Bonds, and Foreign Exchange

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Author Info
Fama, Eugene F
Farber, Andre

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Abstract

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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 69 (1979)
Issue (Month): 4 (September)
Pages: 639-49
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Handle: RePEc:aea:aecrev:v:69:y:1979:i:4:p:639-49

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  1. Robert J. Hodrick & Sanjay Srivastava, 1983. "An Investigation of Risk and Return in Forward Foreign Exchange," NBER Working Papers 1180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. repec:fip:fedreq:y:1988:i:jan/feb:p:16-24:n:v.74no.1 is not listed on IDEAS
  3. Craig S. Hakkio, 1980. "Expectations and the Forward Exchange Rate," NBER Working Papers 0439, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Pentti J.K. Kouri, 1981. "The Effect of Risk on Interest Rates: A Synthesis of the Macroeconomic and Financial Views," NBER Working Papers 0643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Henriksson, Roy. & Lessard, Donald R., 1982. "The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability," Working papers 1337-82., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  6. Lars E.O. Svensson, 1993. "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers 4544, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Jeffrey A. Frankel & Charles Engel, 1985. "Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test," NBER Working Papers 1051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  8. Lars E.O. Svensson, 1990. "Trade in Nominal Assets: Monetary Policy, and Price Level and Exchange Rate Risk," NBER Working Papers 2417, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Bennett T. McCallum & Marvin S. Goodfriend, 1986. "Theoretical analysis of the demand for money," Working Paper 86-03, Federal Reserve Bank of Richmond. [Downloadable!]
    Other versions:
  10. Jorge Braga de Macedo, 1983. "Optimal Currency Diversification for a Class of Risk Averse International Investors," NBER Working Papers 0959, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Peter Bossaerts, 1985. "On Estimating the Expected Real Return on the Market in a General Equilibrium Framework," University of California at Los Angeles, Anderson Graduate School of Management 1212, Anderson Graduate School of Management, UCLA. [Downloadable!]
  12. Rudiger Dornbusch, 1980. "Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination," NBER Working Papers 0493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. M. McAleer & J. M. Sequeira, 2004. "Efficient estimation and testing of oil futures contracts in a mutual offset system," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 953-962, September. [Downloadable!] (restricted)
  14. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. John F. O. Bilson, 1981. "The "Speculative Efficiency" Hypothesis," NBER Working Papers 0474, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  16. David A. Hsieh, 1982. "Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets," NBER Working Papers 0843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Jonathan Eaton & Stephen J. Turnovsky, 1984. "The Forward Exchange Market, Speculation, and Exchange Market Intervention," NBER Working Papers 1138, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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