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The diversifiability of exchange risk

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Author Info
Frankel, Jeffrey A.

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

Volume (Year): 9 (1979)
Issue (Month): 3 (August)
Pages: 379-393
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Handle: RePEc:eee:inecon:v:9:y:1979:i:3:p:379-393

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  1. Robert J. Hodrick & Sanjay Srivastava, 1983. "An Investigation of Risk and Return in Forward Foreign Exchange," NBER Working Papers 1180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Robert E. Cumby & Maurice Obstfeld, 1981. "Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis," NBER Working Papers 0537, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Nelson C. Mark & Yangru Wu, 1996. "Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity," Working Papers 014, Ohio State University, Department of Economics. [Downloadable!]
    Other versions:
  4. Godwin Nwaobi, 2005. "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance 0512019, EconWPA. [Downloadable!]
  5. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Paul Fenton & Alain Paquet, 1997. "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers 56, CREFE, Université du Québec à Montréal, revised Jan 1998. [Downloadable!]
  7. John F. O. Bilson, 1981. "The "Speculative Efficiency" Hypothesis," NBER Working Papers 0474, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  8. Michael M. Hutchison, 1984. "Intervention, deficit finance and real exchange rates: the case of Japan," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 27-44. [Downloadable!]
  9. 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. [Downloadable!] (restricted)
  10. Willem H. Buiter, 1980. "Implications for the Adjustment Process of International Asset Risks: Exchange Controls, Intervention and Policy Risk, and Sovereign Risk," NBER Working Papers 0516, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Pentti J.K. Kouri, 1981. "The Effect of Risk on Interest Rates: A Synthesis of the Macroeconomic and Financial Views," NBER Working Papers 0643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics. [Downloadable!]
    Other versions:
  13. 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. [Downloadable!]
  14. Jonathan Eaton & Stephen J. Turnovsky, 1984. "The Forward Exchange Market, Speculation, and Exchange Market Intervention," NBER Working Papers 1138, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  15. Maurice Obstfeld, 1983. "Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981," NBER Working Papers 0963, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  16. Earl L. Grinols & Stephen J. Turnovsky, 1991. "Stochastic Equilibrium and Exchange Rate Determination in a Small Open Economy with Risk Averse Optimizing Agents," NBER Working Papers 3651, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Jeffrey A. Frankel & Charles Engel, 1985. "Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test," NBER Working Papers 1051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  18. Kouri, Pentti J.K., 1981. "The Effect of Risk on Interest Rates: A Synthesis of the Macroeconomic and Financial Views," Working Papers 81-10, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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