Portfolio substitution and exchange rate volatility
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- Hakkio, Craig S & Sibert, Anne, 1995. "The Foreign Exchange Risk Premium: Is It Real?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 301-17, May.
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92-18b, New York University, Leonard N. Stern School of Business, Department of Economics.
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- David K. Backus & Allan W. Gregory & Chris I. Telmer, 1990. "Accounting for Forward Rates in Markets for Foreign Currency," Working Papers 792, Queen's University, Department of Economics.
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"A Theory of Exchange Rate Determination,"
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113, UCLA Department of Economics.
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- Goldman, Steven Marc, 1974. "Flexibility and the demand for money," Journal of Economic Theory, Elsevier, vol. 9(2), pages 203-222, October.
- Girton, Lance & Roper, Don E, 1981. "Theory and Implications of Currency Substitution," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(1), pages 12-30, February.
- R. Mehra & E. Prescott, 2010.
"The equity premium: a puzzle,"
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1401, David K. Levine.
- Lucas, Robert Jr., 1982. "Interest rates and currency prices in a two-country world," Journal of Monetary Economics, Elsevier, vol. 10(3), pages 335-359.
- Anne Sibert & Jiming Ha, 1996.
"Portfolio Substitution and Exchange Rate Volatility,"
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027, Birkbeck, Department of Economics, Mathematics & Statistics.
- Sibert, Anne & Ha, Jiming, 1997. "Portfolio substitution and exchange rate volatility," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 517-534, August.
- Svensson, Lars E. O., 1985. "Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach," Journal of International Economics, Elsevier, vol. 18(1-2), pages 17-41, February.
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