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Foreign exchange futures prices under fixed exchange rates

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  • Lizondo, Jose Saul
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of International Economics.

    Volume (Year): 14 (1983)
    Issue (Month): 1-2 (February)
    Pages: 69-84

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    Handle: RePEc:eee:inecon:v:14:y:1983:i:1-2:p:69-84

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    Web page: http://www.elsevier.com/locate/inca/505552

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    Cited by:
    1. Zhaohui Chen & Alberto Giovannini, 1993. "The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities," NBER Working Papers 4291, National Bureau of Economic Research, Inc.
    2. Alberto Giovannini & Martha de Melo, 1991. "Government Revenue from Financial Repression," NBER Working Papers 3604, National Bureau of Economic Research, Inc.
    3. Robert E. Cumby & Sweder van Wijnbergen, 1987. "Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981," NBER Working Papers 2376, National Bureau of Economic Research, Inc.
    4. Barabás, Gyula, 1996. "Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben
      [Interest parity in floating and in crawling-peg foreign exchange rate régimes]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 972-994.
    5. Angelos Kanas & Christos Ioannidis, 2012. "Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient," Journal of Economics and Finance, Springer, vol. 36(1), pages 148-161, January.
    6. Obstfeld, Maurice, 1986. "Rational and Self-fulfilling Balance-of-Payments Crises," American Economic Review, American Economic Association, vol. 76(1), pages 72-81, March.
    7. Chen, Zhaohui & Giovannini, Alberto, 1997. "The determinants of realignment expectations under the EMS: Some empirical regularities," European Economic Review, Elsevier, vol. 41(9), pages 1687-1707, December.
    8. Penttinen, Aku, 2000. "Devaluation-risk-related peso problems in stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 181-197, June.

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