Le risque de change existe-t-il?
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Volume (Year): 116 (1980)
Issue (Month): IV (December)
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- Westerfield, Janice Moulton, 1977. "An examination of foreign exchange risk under fixed and floating rate regimes," Journal of International Economics, Elsevier, vol. 7(2), pages 181-200, May.
- Black, Stanley W, 1972. "The Use of Rational Expectations in Models of Speculation," The Review of Economics and Statistics, MIT Press, vol. 54(2), pages 161-65, May.
- Hirshleifer, Jack, 1977. "The Theory of Speculation under Alternative Regimes of Markets," Journal of Finance, American Finance Association, vol. 32(4), pages 975-99, September.
- Krugman, Paul R., 1978. "Purchasing power parity and exchange rates : Another look at the evidence," Journal of International Economics, Elsevier, vol. 8(3), pages 397-407, August.
- Roll, Richard & Solnik, Bruno, 1977. "A pure foreign exchange asset pricing model," Journal of International Economics, Elsevier, vol. 7(2), pages 161-179, May.
- Jensen, Michael C., 1978. "Some anomalous evidence regarding market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 95-101.
- Officer, Lawrence H, 1978. "The Relationship between Absolute and Relative Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 60(4), pages 562-68, November.
- Lawrence H. Officer, 1982. "The Purchasing-Power-Parity Theory of Gerrard de Malynes," History of Political Economy, Duke University Press, vol. 14(2), pages 256-259, Summer.
- Fama, Eugene F., 1976. "Forward rates as predictors of future spot rates," Journal of Financial Economics, Elsevier, vol. 3(4), pages 361-377, October.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Gailliot, Henry J, 1970. "Purchasing Power Parity as an Explanation of Long-Term Changes in Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 2(3), pages 348-57, August.
- Cornell, Bradford, 1977. "Spot rates, forward rates and exchange market efficiency," Journal of Financial Economics, Elsevier, vol. 5(1), pages 55-65, August.
- Giddy, Ian H., 1976. "An Integrated Theory of Exchange Rate Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(05), pages 883-892, December.
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