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Speculation and Forward Exchange

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  • Charles P. Kindleberger

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Suggested Citation

  • Charles P. Kindleberger, 1939. "Speculation and Forward Exchange," Journal of Political Economy, University of Chicago Press, vol. 47(2), pages 163-163.
    • Handle: RePEc:ucp:jpolec:v:47:y:1934:p:163
    DOI: 10.1086/255359
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    Cited by:

    1. Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011. "Managing sovereign credit risk in bond portfolios," MPRA Paper 36673, University Library of Munich, Germany.
    2. Felmingham, Bruce & Leong, SuSan, 2005. "Parity conditions and the efficiency of the Australian 90- and 180-day forward markets," Review of Financial Economics, Elsevier, vol. 14(2), pages 127-145.
    3. Bruce Felmingham & SuSan Leong, 2005. "Parity conditions and the efficiency of the Australian 90‐ and 180‐day forward markets," Review of Financial Economics, John Wiley & Sons, vol. 14(2), pages 127-145.
    4. Yi Wang, 2010. "Convertibility Restriction Determination in China's Foreign Exchange Market and its Impact of Forward Pricing," Discussion Papers 09-024, Stanford Institute for Economic Policy Research.
    5. Imad Moosa & Razzaque Bhatti, 1997. "Does speculation play any role in determining the forward exchange rate?," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 611-617.

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