Speculation and the volatility of foreign currency exchange rates
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Bibliographic InfoArticle provided by Elsevier in its journal Carnegie-Rochester Conference Series on Public Policy.
Volume (Year): 26 (1987)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jme
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- Tiffany Hutcheson, 2000. "Trading in the Australian Foreign Exchange Market," Working Paper Series 107, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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- Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George, 1995. "Nonparametric estimation of structural models for high-frequency currency market data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 251-287.
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- Zimmermann, Christian, 1999.
"International Business Cycles and Exchange Rates,"
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- Barnett, Richard C. & Ho, Mun S., 1996. "Sunspots, currency substitution, and inflationary finance," Journal of International Economics, Elsevier, vol. 41(1-2), pages 73-93, August.
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