Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals
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- Hans Dewachter & Dirk Veestraeten, 2001.
"Measuring convergence speed of asset prices toward a pre-announced target,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 11(6), pages 591-601.
- Hans Dewachter & Dirk Veestraeten, 1999. "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Working Papers Department of Economics ces9902, KU Leuven, Faculty of Economics and Business, Department of Economics.
- Bartolini, Leonardo & Giorgianni, Lorenzo, 2001.
"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics,
Wiley Blackwell, vol. 9(3), pages 518-530, August.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York.
- Loría, Eduardo & Sánchez, Armando & Salgado, Uberto, 2010. "New evidence on the monetary approach of exchange rate determination in Mexico 1994-2007: A cointegrated SVAR model," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 540-554, April.
- Kalok Chan & Yiuman Tse & Michael Williams, 2011. "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets," NBER Chapters,in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 47-71 National Bureau of Economic Research, Inc.
- Jesús Vazquez, 1995. "The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 269-289, May.
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