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Exchange rate determination and real interest rate differentials under uncertainty

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  • Harvey Lapan

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File URL: http://www.federalreserve.gov/pubs/ifdp/1983/232/ifdp232.pdf
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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 232.

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Date of creation: 1984
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Handle: RePEc:fip:fedgif:232

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  1. Driskill, Robert & McCafferty, Stephen, 1980. "Speculation, rational expectations, and stability of the foreign exchange market," Journal of International Economics, Elsevier, vol. 10(1), pages 91-102, February.
  2. Barro, Robert J., 1974. "Are Government Bonds Net Wealth?," Scholarly Articles 3451399, Harvard University Department of Economics.
  3. Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
  4. Wyplosz, Charles A., 1983. "The exchange and interest rate term structure under risk aversion and rational expectations," Journal of International Economics, Elsevier, vol. 14(1-2), pages 123-139, February.
  5. Anne C. Sibert, 1982. "The risk premium in the market for forward foreign exchange," International Finance Discussion Papers 211, Board of Governors of the Federal Reserve System (U.S.).
  6. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
  7. Kareken, John & Wallace, Neil, 1981. "On the Indeterminacy of Equilibrium Exchange Rates," The Quarterly Journal of Economics, MIT Press, vol. 96(2), pages 207-22, May.
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