Portfolio substitution and exchange rate volatility
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- David K. Backus & Allan W. Gregory & Chris I. Telmer, 1990.
"Accounting for Forward Rates in Markets for Foreign Currency,"
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- David K. Backus & Allan W. Gregory & Chris I. Telmer, 1992. "Accounting for Forward Rates in Markets for Foreign Currency," Working Papers 92-18b, New York University, Leonard N. Stern School of Business, Department of Economics.
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- Anne Sibert & Jiming Ha, 1996.
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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.
- 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.
- R. Mehra & E. Prescott, 2010.
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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.
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