IDEAS home Printed from https://ideas.repec.org/a/spr/weltar/v114y1978i3p422-447.html
   My bibliography  Save this article

Expectations and floating exchange rates

Author

Listed:
  • James Ingram

Abstract

No abstract is available for this item.

Suggested Citation

  • James Ingram, 1978. "Expectations and floating exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 114(3), pages 422-447, September.
  • Handle: RePEc:spr:weltar:v:114:y:1978:i:3:p:422-447
    DOI: 10.1007/BF02696460
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02696460
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/BF02696460?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. repec:bla:scandj:v:78:y:1976:i:2:p:146-63 is not listed on IDEAS
    2. Klein, Benjamin, 1974. "The Competitive Supply of Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 6(4), pages 423-453, November.
    3. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
    4. repec:bla:scandj:v:78:y:1976:i:2:p:255-75 is not listed on IDEAS
    5. Dornbusch, Rudiger, 1976. "Exchange rate expectations and monetary policy," Journal of International Economics, Elsevier, vol. 6(3), pages 231-244, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ernst-August Behnke, 1980. "Stationäres und intertemporäres Gleichgewicht auf den Devisenmärkten bei festen und flexiblen Wechselkursen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(II), pages 171-194, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bordo, Michael D., 1986. "Explorations in monetary history: A survey of the literature," Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
    2. William Marois, 1981. "Les interactions entre les mouvements de capitaux et la politique monétaire en système de changes quasi fixes," Revue Économique, Programme National Persée, vol. 32(2), pages 374-404.
    3. Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022. "Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach," Journal of Asian Economics, Elsevier, vol. 82(C).
    4. Mr. Alejandro Lopez Mejia, 1999. "Large Capital Flows: A Survey of the Causes, Consequences, and Policy Responses," IMF Working Papers 1999/017, International Monetary Fund.
    5. Aristomène A. Varoudakis, 1990. "Dynamique du taux de change et substitution des actifs financiers dans un modèle avec un marché efficient d'actions," Revue Économique, Programme National Persée, vol. 41(1), pages 95-118.
    6. Michael P. Dooley & Peter Isard, 1979. "The portfolio-balance model of exchange rates," International Finance Discussion Papers 141, Board of Governors of the Federal Reserve System (U.S.).
    7. Wei Sun, 2006. "Why Do Floating Exchange Rates Float? Evidence From Capital Flows in a Structural VAR Model," EcoMod2006 272100092, EcoMod.
    8. Thomas Plümper & Vera E. Troeger, 2006. "Fear of Floating and the External Effects of Currency Unions," The Institute for International Integration Studies Discussion Paper Series iiisdp181, IIIS.
    9. Yijian He & Subhash Sharma, 1997. "Currency substitution and exchange rate determination," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 327-336.
    10. Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics 1321, School of Economics, University of Kent.
    11. Alan V. Deardorff, 2016. "What Do We (and Others) Mean by "The Terms of Trade"?," Working Papers 651, Research Seminar in International Economics, University of Michigan.
    12. Pierdzioch, Christian, 2002. "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers 1109, Kiel Institute for the World Economy (IfW Kiel).
    13. Miller, M. & Weller, P., 1988. "Solving Stochastic Saddlepoint Systems: A Qualitative Treatment With Economic Applications," The Warwick Economics Research Paper Series (TWERPS) 309, University of Warwick, Department of Economics.
    14. Hany Eldemerdash & Hugh Metcalf & Sara Maioli, 2014. "Twin deficits: new evidence from a developing (oil vs. non-oil) countries’ perspective," Empirical Economics, Springer, vol. 47(3), pages 825-851, November.
    15. Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
    16. Niko Hauzenberger & Florian Huber, 2020. "Model instability in predictive exchange rate regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
    17. Ken Miyajima, 2013. "Foreign exchange intervention and expectation in emerging economies," BIS Working Papers 414, Bank for International Settlements.
    18. Anella Munro, 2014. "Exchange rates, expected returns and risk," Reserve Bank of New Zealand Discussion Paper Series DP2014/01, Reserve Bank of New Zealand.
    19. Eijffinger, S.C.W. & Schaling, E., 1995. "Optimal commitment in an open economy : Credibility vs. flexibility," Discussion Paper 1995-79, Tilburg University, Center for Economic Research.
    20. Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:weltar:v:114:y:1978:i:3:p:422-447. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.