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Speculation, rational expectations, and stability of the foreign exchange market

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  • Driskill, Robert
  • McCafferty, Stephen

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  • 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.
    • Handle: RePEc:eee:inecon:v:10:y:1980:i:1:p:91-102
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    Cited by:

    1. John A. Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-rate Dynamics: Theory And Evidence," Working Papers 39, Brandeis University, Department of Economics and International Business School.
    2. Ogaki, Masao & Santaella, Julio A., 2000. "The exchange rate and the term structure of interest rates in Mexico," Journal of Development Economics, Elsevier, vol. 63(1), pages 135-155, October.
    3. Flood, Robert P. & Marion, Nancy P., 2000. "Self-fulfilling risk predictions:: an application to speculative attacks," Journal of International Economics, Elsevier, vol. 50(1), pages 245-268, February.
    4. 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.
    5. Ahmet Enis Kocagil, 1997. "Does futures speculation stabilize spot prices? Evidence from metals markets," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 115-125.
    6. Harvey Lapan, 1984. "Exchange rate determination and real interest rate differentials under uncertainty," International Finance Discussion Papers 232, Board of Governors of the Federal Reserve System (U.S.).
    7. 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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