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Exchange rate determination and real interest rate differentials under uncertainty

  • Harvey Lapan

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File URL: http://www.federalreserve.gov/pubs/ifdp/1983/232/ifdp232.pdf
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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 232.

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Date of creation: 1984
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Handle: RePEc:fip:fedgif:232
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Web page: http://www.federalreserve.gov/

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  1. Barro, Robert J., 1974. "Are Government Bonds Net Wealth?," Scholarly Articles 3451399, Harvard University Department of Economics.
  2. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
  3. Kareken, John & Wallace, Neil, 1981. "On the Indeterminacy of Equilibrium Exchange Rates," The Quarterly Journal of Economics, MIT Press, vol. 96(2), pages 207-22, May.
  4. Wyplosz, Charles A., 1983. "The exchange and interest rate term structure under risk aversion and rational expectations," Journal of International Economics, Elsevier, vol. 14(1-2), pages 123-139, February.
  5. Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
  6. Driskill, Robert & McCafferty, Stephen, 1980. "Speculation, rational expectations, and stability of the foreign exchange market," Journal of International Economics, Elsevier, vol. 10(1), pages 91-102, February.
  7. Anne C. Sibert, 1982. "The risk premium in the market for forward foreign exchange," International Finance Discussion Papers 211, Board of Governors of the Federal Reserve System (U.S.).
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