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FIML estimation of the dollar-deutschemark risk premium in a portfolio model

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  • Black, Stanley W.
  • Salemi, Michael K.

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Bibliographic Info

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

Volume (Year): 25 (1988)
Issue (Month): 3-4 (November)
Pages: 205-224

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Handle: RePEc:eee:inecon:v:25:y:1988:i:3-4:p:205-224

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

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Cited by:
  1. Conway, Patrick, 2012. "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 438-456.
  2. Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
  3. Flood, Robert P. & Marion, Nancy P., 2000. "Self-fulfilling risk predictions:: an application to speculative attacks," Journal of International Economics, Elsevier, vol. 50(1), pages 245-268, February.
  4. Paul Reding & Jean-Marie Viaene, 1995. "Capital controls and international trade finance in a dual exchange rate regime: The Belgian experience post-mortem," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 1-27, March.
  5. Carsten-Patrick Meier, 1999. "Predicting Real Exchange Rates from Real Interest Rate Differentials and Net Foreign Asset Stocks: Evidence for the Mark/Dollar Parity," Kiel Working Papers 962, Kiel Institute for the World Economy.
  6. Stuart Landon & Constance E. Smith, 2003. "The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen--Dollar Rate," Review of International Economics, Wiley Blackwell, vol. 11(1), pages 144-158, February.
  7. Cushman, David O., 2007. "A portfolio balance approach to the Canadian-U.S. exchange rate," Review of Financial Economics, Elsevier, vol. 16(3), pages 305-320.

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