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The portfolio-balance model of exchange rates

Citations

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Cited by:

  1. Daniela Federici & Giancarlo Gandolfo, 2002. "Endogenous Growth in an Open Economy and the Real Exchange Rate," Australian Economic Papers, Wiley Blackwell, pages 499-518.
  2. Coenen, Gunter & Wieland, Volker, 2003. "The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan," Journal of Monetary Economics, Elsevier, pages 1071-1101.
  3. Svensson, Lars E. O., 1991. "Target zones and interest rate variability," Journal of International Economics, Elsevier, vol. 31(1-2), pages 27-54, August.
  4. McCallum, Bennett T, 2000. "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 870-904, November.
  5. Thomas C. Glaessner, 1982. "Formulation and estimation of a dynamic model of exchange rate determination: an application of general method of moments techniques," International Finance Discussion Papers 208, Board of Governors of the Federal Reserve System (U.S.).
  6. Warren E. Weber, 1986. "Do sterilized interventions affect exchange rates?," Quarterly Review, Federal Reserve Bank of Minneapolis, pages 14-23.
  7. Coenen, Gunter & Wieland, Volker, 2003. "The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1071-1101, July.
  8. Kodongo, Odongo & Ojah, Kalu, 2012. "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, pages 71-87.
  9. Svensson, Lars E. O., 1992. "The foreign exchange risk premium in a target zone with devaluation risk," Journal of International Economics, Elsevier, vol. 33(1-2), pages 21-40, August.
  10. Peter Isard, 1979. "Expected and unexpected changes in exchange rates," International Finance Discussion Papers 145, Board of Governors of the Federal Reserve System (U.S.).
  11. Joshua Aizenman & Jaewoo Lee, 2005. "International reserves: precautionary versus mercantilist views, theory and evidence," Proceedings, Federal Reserve Bank of San Francisco.
  12. Barry Eichengreen., 1990. "Costs and Benefits of European Monetary Unification," Economics Working Papers 90-150, University of California at Berkeley.
  13. Kathryn Dominguez & Jeffrey A. Frankel, 1991. "Does foreign exchange intervention matter? disentangling the portfolio and expectations effects for the mark," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  14. Jacques Mélitz, 1982. "Jusqu'à quel point doit-on simplifier la modélisation du taux de change ?," Revue Économique, Programme National Persée, vol. 33(4), pages 675-694.
  15. Ellen E. Meade & Charles P. Thomas, 1991. "Using external sustainability to forecast the dollar," International Finance Discussion Papers 398, Board of Governors of the Federal Reserve System (U.S.).
  16. Giancarlo Gandolfo & Pietro Carlo Padoan & Giovanna Paladino, 1990. "Structural Models vs Random Walk: The Case of the Lira/$ Exchange Rate," Eastern Economic Journal, Eastern Economic Association, pages 101-113.
  17. Kodongo, Odongo & Ojah, Kalu, 2013. "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, vol. 66(C), pages 22-46.
  18. Michael B. Devereux & Makoto Saito, 2006. "A Portfolio Theory of International Capital Flows," The Institute for International Integration Studies Discussion Paper Series iiisdp124, IIIS.
  19. Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 119-138.
  20. Frankel, Jeffrey A., 1983. "Estimation of portfolio-balance functions that are mean-variance optimizing : The mark and the dollar," European Economic Review, Elsevier, pages 315-327.
  21. van Wijnbergen, Sweder, 1988. "Monopolistic competition, credibility and the output costs of disinflation programs An analysis of price controls," Journal of Development Economics, Elsevier, vol. 29(3), pages 375-398, November.
  22. Berthold U. Wigger, 2001. "Higher Education Financing and Income Redistribution," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, pages 1-48.
  23. Bennett T. McCallum, 1982. "Macroeconomics after a decade of rational expectations : some critical issues," Economic Review, Federal Reserve Bank of Richmond, pages 3-12.
  24. Peter Hooper & John E. Morton, 1980. "Fluctuations in the dollar: a model of nominal and real exchange rate determination," International Finance Discussion Papers 168, Board of Governors of the Federal Reserve System (U.S.).
  25. Frankel, Jeffrey & Engel, Charles M., 1984. "Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test," Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November.
  26. Bennett McCallum, 2002. "Inflation Targeting and the Liquidity Trap," Central Banking, Analysis, and Economic Policies Book Series,in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 9, pages 395-438 Central Bank of Chile.
  27. Robert E. Cumby & Maurice Obstfeld, 1983. "Capital Mobility and the Scope for Sterilization: Mexico in the 1970s," NBER Chapters,in: Financial Policies and the World Capital Market: The Problem of Latin American Countries, pages 245-276 National Bureau of Economic Research, Inc.
  28. Michael M. Hutchison, 1984. "Intervention, deficit finance and real exchange rates: the case of Japan," Economic Review, Federal Reserve Bank of San Francisco, pages 27-44.
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