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The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market

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  • S. C. Tsiang

    (International Monetary Fund)

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  • S. C. Tsiang, 1959. "The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market," IMF Staff Papers, Palgrave Macmillan, vol. 7(1), pages 75-106, April.
    • Handle: RePEc:pal:imfstp:v:7:y:1959:i:1:p:75-106
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    Cited by:

    1. Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
    2. Jonathan Eaton & Stephen J. Turnovsky, 1984. "The Forward Exchange Market, Speculation, and Exchange Market Intervention," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 99(1), pages 45-69.
    3. John Marthinsen & Stephen Miller, 1979. "European monetary unification and the eurodollar market," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 115(2), pages 255-271, June.
    4. Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022. "Covered Interest Parity Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5185-5227.
    5. Casas, F. R., 1983. "Stabilité des marchés de change au comptant et à terme : une approche d’équilibre simultané," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(2), pages 240-265, juin.
    6. Philippe Callier, 1981. "Covered arbitrage margin and transaction costs," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(2), pages 262-275, June.
    7. Peter B. Kenen, 1985. "Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 654-666, September.
    8. D. K. Ghosh, 1997. "Arbitrage with hedging by forward contracts: exploited and exploitable profits," The European Journal of Finance, Taylor & Francis Journals, vol. 3(4), pages 349-361.
    9. Stanley W. Black, 2015. "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 379-386, May.
    10. Ghosh, Dilip K., 1997. "Risk-free profits with forward contracts in exchange rates and interest rates," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 253-264, October.
    11. Henri Loubergé, 1981. "Le rôle des anticipations dans la formation du cours de change à terme. Quelques réflexions et résultats supplémentaires," Revue Économique, Programme National Persée, vol. 32(6), pages 1045-1073.
    12. Michael L. Mussa, 1984. "The Theory of Exchange Rate Determination," NBER Chapters, in: Exchange Rate Theory and Practice, pages 13-78, National Bureau of Economic Research, Inc.
    13. Ghosh, Dilip K. & Arize, Augustine & Ghosh, Dipasri, 2015. "Trades in commodities, financial assets, and currencies: A triangle of arbitrage, hedging and speculative designs," Global Finance Journal, Elsevier, vol. 28(C), pages 1-9.
    14. William Marois & Dominique Lacoue-Labarthe, 1979. "La théorie financière des mouvements internationaux de capitaux à court terme," Revue Économique, Programme National Persée, vol. 30(4), pages 612-649.
    15. Hui-Kuan Tseng, 1998. "Exchange Rate Variability and Exchange Market Intervention: Spot vs. Forward," International Economic Journal, Taylor & Francis Journals, vol. 12(2), pages 1-16.
    16. Richard M. Levich, 1979. "Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence," NBER Working Papers 0336, National Bureau of Economic Research, Inc.
    17. Dilip K. Ghosh & Augustine C. Arize, 2003. "Profit Possibilities in Currency Markets: Arbitrage, Hedging, and Speculation," The Financial Review, Eastern Finance Association, vol. 38(3), pages 473-496, August.
    18. Lin, Hwan C., 2008. "Forward-rate target zones and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 831-846, September.
    19. Bazán, Walter & Ortiz, Marco & Terrones, Marco & Winkelried, Diego, 2023. "CIP deviations: The role of U.S. banks’ liquidity and regulations," MPRA Paper 118600, University Library of Munich, Germany.
    20. Yi Wang, 2010. "Convertibility Restriction Determination in China's Foreign Exchange Market and its Impact of Forward Pricing," Discussion Papers 09-024, Stanford Institute for Economic Policy Research.
    21. Masahiro Kawai, 1980. "Three roles of the forward foreign exchange market," International Finance Discussion Papers 170, Board of Governors of the Federal Reserve System (U.S.).

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