Optimal portfolio choice and the collapse of a fixed-exchange rate regime
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Economics.
Volume (Year): 27 (1989)
Issue (Month): 1-2 (August)
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Web page: http://www.elsevier.com/locate/inca/505552
Other versions of this item:
- Alessandro Penati & George Pennacchi, . "Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime," Rodney L. White Center for Financial Research Working Papers 25-86, Wharton School Rodney L. White Center for Financial Research.
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- Vittorio Grilli, 1989. "Managing Exchange Rate Crises: Evidence from the 1890's," NBER Working Papers 3068, National Bureau of Economic Research, Inc.
- Lars E.O. Svensson, 1990.
"The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk,"
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- Svensson, L.E., 1990. "The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk," Papers 475, Stockholm - International Economic Studies.
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- Mouhamadou Sy, 2012. "Exchange Rate Regimes, Capital Controls and the Pattern of Speculative Capital Flows," PSE Working Papers halshs-00684591, HAL.
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- Francisco Venegas Martínez, 2001. "Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 16(2), pages 203-226.
- William R. Melick, 1996. "Estimation of speculative attack models: Mexico yet again," BIS Working Papers 36, Bank for International Settlements.
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- Francisco Venegas-Martínez, 2000. "On Consumption, Investment and Risk," Economia Mexicana NUEVA EPOCA, , vol. 0(2), pages 227-244, July-Dece.
- Francisco Venegas Martínez & Abigail Rodríguez Nava, 2009. "Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 29-64, November.
- Daekuen Park & Jeffrey Sachs, 1987. "Capital Controls and the Timing of Exchange Regime Collapse," NBER Working Papers 2250, National Bureau of Economic Research, Inc.
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