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Profits from Forward Exchange Speculation

Author

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  • Herbert G. Grubel

Abstract

I. Speculators as suppliers of forward exchange, 248. — II. The model, 251. — III. Data, behavioral assumptions and results, 254. — IV. Interpretations of computations, 258. — V. Implications for forwawrd exchange supply, 260.

Suggested Citation

  • Herbert G. Grubel, 1965. "Profits from Forward Exchange Speculation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 79(2), pages 248-262.
    • Handle: RePEc:oup:qjecon:v:79:y:1965:i:2:p:248-262.
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    File URL: http://hdl.handle.net/10.2307/1880630
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    Cited by:

    1. Augustine C. Arize & John Malindretos & Tao Guo & Demetri Tsanacas & Lawrence Verzani, 2019. "Prognostications With Applications to the British Pound," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 10(4), pages 143-151, July.
    2. Jylhä, Petri & Suominen, Matti, 2011. "Speculative capital and currency carry trades," Journal of Financial Economics, Elsevier, vol. 99(1), pages 60-75, January.
    3. Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alex Panayides & Demetri Tsanacas, 2018. "A Comparison of the Current Account and the Monetary Theories of Exchange Rate Determination," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(2), pages 102-107, February.

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