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Comments on speculation and the volatility of foreign currency exchange rates

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  • Flood, Robert P.

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  • Flood, Robert P., 1987. "Comments on speculation and the volatility of foreign currency exchange rates," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 57-62, January.
  • Handle: RePEc:eee:crcspp:v:26:y:1987:i::p:57-62
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    Cited by:

    1. Alison Tarditi & Gordon Menzies, 1991. "Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter," RBA Research Discussion Papers rdp9111, Reserve Bank of Australia.
    2. Zimmermann, Christian, 1999. "International Business Cycles and Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 7(4), pages 682-698, November.

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