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Macroeconomic Policy Changes and the Forward Exchange Premium

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  • Miles R. Cook

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  • Miles R. Cook, 1989. "Macroeconomic Policy Changes and the Forward Exchange Premium," The American Economist, Sage Publications, vol. 33(1), pages 69-79, March.
    • Handle: RePEc:sae:amerec:v:33:y:1989:i:1:p:69-79
    DOI: 10.1177/056943458903300110
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    References listed on IDEAS

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    1. Hodrick, Robert J., 1981. "International asset pricing with time-varying risk premia," Journal of International Economics, Elsevier, vol. 11(4), pages 573-587, November.
    2. Cosset, Jean-Claude, 1984. "On the presence of risk premiums in foreign exchange markets," Journal of International Economics, Elsevier, vol. 16(1-2), pages 139-154, February.
    3. Hsieh, David A., 1984. "Tests of rational expectations and no risk premium in forward exchange markets," Journal of International Economics, Elsevier, vol. 17(1-2), pages 173-184, August.
    4. Agmon, Tamir & Arad, Ruth, 1983. "Currency-related risk and risk premium in the world's currency market," European Economic Review, Elsevier, vol. 22(3), pages 257-264.
    5. Stulz, ReneM., 1982. "The forward exchange rate and macroeconomics," Journal of International Economics, Elsevier, vol. 12(3-4), pages 285-299, May.
    6. Frankel, Jeffrey A., 1979. "The diversifiability of exchange risk," Journal of International Economics, Elsevier, vol. 9(3), pages 379-393, August.
    7. Baillie, Richard T & Lippens, Robert E & McMahon, Patrick C, 1983. "Testing Rational Expectations and Efficiency in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 51(3), pages 553-563, May.
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