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Operational Aspects of the Siegel Paradox

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  • J. Huston McCulloch

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  • J. Huston McCulloch, 1975. "Operational Aspects of the Siegel Paradox," The Quarterly Journal of Economics, Oxford University Press, vol. 89(1), pages 170-172.
  • Handle: RePEc:oup:qjecon:v:89:y:1975:i:1:p:170-172.
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    File URL: http://hdl.handle.net/10.2307/1881720
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    Cited by:

    1. Edlin, Aaron S., 2002. "Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange," Berkeley Olin Program in Law & Economics, Working Paper Series qt2wc1p9pw, Berkeley Olin Program in Law & Economics.
    2. Ronny Aboudi & Dominique Thon, 1993. "Expected utility and the siegel paradox: A generalization," Journal of Economics, Springer, vol. 57(1), pages 69-93, February.
    3. Edlin Aaron S., 2002. "Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 2(1), pages 1-11, September.
    4. Vajanne, Laura, . "The Exchange Rate Under Target Zones," ETLA A, The Research Institute of the Finnish Economy, number 16.
    5. Daniel L. Thornton, 2009. "Resolving the unbiasedness puzzle in the foreign exchange market," Working Papers 2009-002, Federal Reserve Bank of St. Louis.
    6. Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
    7. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers 1994-020, Federal Reserve Bank of St. Louis.
    8. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.
    9. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc.
    10. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien," Discussion Paper Series 1: Economic Studies 2003,08, Deutsche Bundesbank.
    11. Murray C. Kemp & Hans-Werner Sinn, 1990. "A Simple Model of Useless Speculation," NBER Working Papers 3513, National Bureau of Economic Research, Inc.
    12. José Saúl Lizondo, 1983. "Interest Differential and Covered Arbitrage," NBER Chapters,in: Financial Policies and the World Capital Market: The Problem of Latin American Countries, pages 221-244 National Bureau of Economic Research, Inc.
    13. Wang, Xi & Yang, Jiao-Hui & Wang, Kai-Li & Fawson, Christopher, 2017. "Dynamic information spillovers in intraregionally-focused spot and forward currency markets," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 78-110.
    14. Lars Hörngren & Anders Vredin, 1989. "Exchange risk premia in a currency basket system," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 311-325, June.
    15. Fischer Black, 1989. "Equilibrium Exchange Rate Hedging," NBER Working Papers 2947, National Bureau of Economic Research, Inc.
    16. Paul R. Krugman, 1981. "Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets," NBER Working Papers 0651, National Bureau of Economic Research, Inc.
    17. Susan Woodward, 1985. "The Jensen's Inequality "Paradox": Its Economic Meaning in the Term Structure, The Fisher Equation, and Foreign Exchange," UCLA Economics Working Papers 379, UCLA Department of Economics.

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