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Portfolio Choice and the Demand for Forward Exchange

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  • Adler, Michael
  • Dumas, Bernard

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  • Adler, Michael & Dumas, Bernard, 1976. "Portfolio Choice and the Demand for Forward Exchange," American Economic Review, American Economic Association, vol. 66(2), pages 332-339, May.
    • Handle: RePEc:aea:aecrev:v:66:y:1976:i:2:p:332-39
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    Cited by:

    1. Lyons, Richard K., 1988. "Tests of the foreign exchange risk premium using the expected second moments implied by option pricing," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 91-108, March.
    2. Richard M. Levich, 1983. "Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency," NBER Working Papers 1112, National Bureau of Economic Research, Inc.
    3. 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.
    4. Frankel, Jeffrey A., 1983. "Estimation of portfolio-balance functions that are mean-variance optimizing : The mark and the dollar," European Economic Review, Elsevier, vol. 23(3), pages 315-327, September.
    5. 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.
    6. Rudiger Dornbusch, 1980. "Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination," NBER Working Papers 0493, National Bureau of Economic Research, Inc.
    7. Nathan Sheets, 1995. "Capital flight from the countries in transition: some theory and empirical evidence," International Finance Discussion Papers 514, Board of Governors of the Federal Reserve System (U.S.).

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