The forward exchange rate and macroeconomics
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Economics.
Volume (Year): 12 (1982)
Issue (Month): 3-4 (May)
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Web page: http://www.elsevier.com/locate/inca/505552
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- Maurice Obstfeld, 1982.
"Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981,"
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- Obstfeld, Maurice, 1983. "Exchange rates, inflation, and the sterilization problem: Germany, 1975-1981," European Economic Review, Elsevier, vol. 21(1-2), pages 161-189.
- 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.
- Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.
- David A. Hsieh, 1982. "Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats," NBER Working Papers 0843, National Bureau of Economic Research, Inc.
- Thomas Chiang & Jose Trinidad, 1997. "Risk and International Parity Conditions: A Synthesis from Consumption Based Models," International Economic Journal, Taylor & Francis Journals, vol. 11(2), pages 73-101.
- Lyons, Richard K., 1988.
"Tests of the foreign exchange risk premium using the expected second moments implied by option pricing,"
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Elsevier, vol. 7(1), pages 91-108, March.
- Richard K. Lyons, 1986. "Tests of the foreign exchange risk premium using the expected second moments implied by option pricing," International Finance Discussion Papers 290, Board of Governors of the Federal Reserve System (U.S.).
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