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Risk premia and overshooting


  • Isaac, Alan G.


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  • Isaac, Alan G., 1998. "Risk premia and overshooting," Economics Letters, Elsevier, vol. 61(3), pages 359-364, December.
  • Handle: RePEc:eee:ecolet:v:61:y:1998:i:3:p:359-364

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    References listed on IDEAS

    1. McCallum, Bennett T., 1994. "A reconsideration of the uncovered interest parity relationship," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 105-132, February.
    2. Isaac, Alan G., 1996. "Mononic saddle-path dynamics," Economics Letters, Elsevier, vol. 53(3), pages 235-238, December.
    3. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
    4. Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
    5. Boyer, Russell S & Adams, F Charles, 1988. "Forward Premia and Risk Premia in a Simple Model of Exchange Rate Determination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(4), pages 633-644, November.
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    Cited by:

    1. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
    2. Alan G. Isaac & Suresh de Mel, 1999. "The Real Interest Differential Model after Twenty Years," International Finance 9907002, EconWPA.

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