IDEAS home Printed from https://ideas.repec.org/a/mes/jeciss/v30y1996i2p509-516.html
   My bibliography  Save this article

Long-Term Exchange Rate Movements: The Role of the Fundamentals in Neoclassical Models of Exchange Rates

Author

Listed:
  • John T. Harvey

Abstract

No abstract is available for this item.

Suggested Citation

  • John T. Harvey, 1996. "Long-Term Exchange Rate Movements: The Role of the Fundamentals in Neoclassical Models of Exchange Rates," Journal of Economic Issues, Taylor & Francis Journals, vol. 30(2), pages 509-516, June.
    • Handle: RePEc:mes:jeciss:v:30:y:1996:i:2:p:509-516
    DOI: 10.1080/00213624.1996.11505814
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00213624.1996.11505814
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00213624.1996.11505814?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. Eric J. Pentecost, 1993. "Exchange Rate Dynamics," Books, Edward Elgar Publishing, number 355.
    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. Oberlechner, Thomas & Hocking, Sam, 2004. "Information sources, news, and rumors in financial markets: Insights into the foreign exchange market," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 407-424, 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. Shakila Aruman & Mardi Dungey, 2001. "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers 435, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    2. Osman Karamustafa, 2000. "An Analysis of Pre-Privatization and Post-Privatization Financial Performance and Activities of Privatized Cement Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 4(16), pages 1-12.
    3. Ali Halici, 2000. "Business Ethics and a Research for Ethics Cultures of the Companies Traded on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 4(16), pages 13-90.
    4. John T. Harvey & Stephen F. Quinn, 1997. "Expectations and Rational Expectations in the Foreign Exchange Market," Journal of Economic Issues, Taylor & Francis Journals, vol. 31(2), pages 615-622, June.
    5. Ignacio Mauleón, 1998. "Interest rate expectations and the exchange rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(2), pages 179-191, May.
    6. Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo.
    7. Komulainen, Tuomas, 1999. "Currency crisis theories : Some explanations for the Russian case," BOFIT Discussion Papers 1/1999, Bank of Finland, Institute for Economies in Transition.
    8. Öge Güney, Pelin & Hasanov, Mübariz, 2014. "Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests," Economic Modelling, Elsevier, vol. 36(C), pages 120-129.
    9. John T. Harvey, 1996. "Orthodox Approaches to Exchange Rate Determination: A Survey," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 18(4), pages 567-583, July.
    10. Murat Doganlar, 1999. "Testing long-run validity of purchasing power parity for Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 147-151.
    11. Barabás, Gyula, 1996. "Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben [Interest parity in floating and in crawling-peg foreign exchange rate régimes]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 972-994.
    12. John T. Harvey, 2002. "The determinants of currency market forecasts: an empirical study," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 25(1), pages 33-49.
    13. Saleh, Ali Salman, 2003. "Public Sector Deficits and Macroeconomic Performance in Lebanon: A Simulation Analysis," Economics Working Papers wp03-14, School of Economics, University of Wollongong, NSW, Australia.
    14. Darvas, Zsolt, 1996. "Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben [Interest differential and exchange rate expectations in the preannounced crawling band system of Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 920-947.
    15. Murat Doganlar & Mehmet Ozmen, 2000. "Purchasing Power Parity and Real Exchange Rates in Case of Developing Countries," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 4(16), pages 91-102.
    16. Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo.
    17. repec:zbw:bofitp:1999_001 is not listed on IDEAS
    18. Marjan Petreski, 2008. "To Fix Or To Float From Perspective Of Output Volatility And Vulnerability To Crisis," Journal Articles, Center For Economic Analyses, pages 9-24, June.
    19. Stephen F. Quinn & John T. Harvey, 1998. "Speculation and the Dollar in the 1980s," Journal of Economic Issues, Taylor & Francis Journals, vol. 32(2), pages 315-323, June.
    20. Fernando Zarzosa Valdivia & Maximiliano Micheli, 2020. "The random forest path of real exchange rate misalignments. The Argentinean case," Asociación Argentina de Economía Política: Working Papers 4429, Asociación Argentina de Economía Política.
    21. Napolitano, Oreste, 2000. "The efficiency hypothesis and the role of ‘news’ in the Euro/British pound exchange rate market: an empirical analysis using daily data," ISER Working Paper Series 2000-30, Institute for Social and Economic Research.

    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:mes:jeciss:v:30:y:1996:i:2:p:509-516. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/MJEI20 .

    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.