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Floating Excahnge Rates, Exectations and New Information

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  • Sebastian Edwards

    (UCLA)

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  • Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:227
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    File URL: http://www.econ.ucla.edu/workingpapers/wp227.pdf
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    References listed on IDEAS

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    1. Boyer, Russell S, 1978. "Optimal Foreign Exchange Market Intervention," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1045-1055, December.
    2. repec:bla:scandj:v:78:y:1976:i:2:p:200-224 is not listed on IDEAS
    3. Frenkel, Jacob A & Mussa, Michael L, 1980. "The Efficiency of Foreign Exchange Markets and Measures of Turbulence," American Economic Review, American Economic Association, vol. 70(2), pages 374-381, May.
    4. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
    5. Rudiger Dornbusch, 1977. "The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy," Palgrave Macmillan Books, in: Jan Herin & Assar Lindbeck & Johan Myhrman (ed.), Flexible Exchange Rates and Stabilization Policy, pages 123-143, Palgrave Macmillan.
    6. Aliber, Robert Z, 1973. "The Interest Rate Parity Theorem: A Reinterpretation," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1451-1459, Nov.-Dec..
    7. Peter R. Hartley, 1983. "Rational Expectations and the Foreign Exchange Market," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 153-188, National Bureau of Economic Research, Inc.
    8. Hans Genberg, 1981. "Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marchés des changes) (Efectos de la intervención de los bancos centrales ," IMF Staff Papers, Palgrave Macmillan, vol. 28(3), pages 451-476, September.
    9. Roll, Richard & Solnik, Bruno, 1979. "On some parity conditions encountered frequently in international economics," Journal of Macroeconomics, Elsevier, vol. 1(3), pages 267-283.
    10. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, vol. 21(3), pages 333-355, April.
    11. Bilson, John F O, 1981. "The "Speculative Efficiency" Hypothesis," The Journal of Business, University of Chicago Press, vol. 54(3), pages 435-451, July.
    12. Dooley, Michael P & Isard, Peter, 1980. "Capital Controls, Political Risk, and Deviations from Interest-Rate Parity," Journal of Political Economy, University of Chicago Press, vol. 88(2), pages 370-384, April.
    13. Frenkel, Jacob A. & Razin, Assaf, 1980. "Stochastic prices and tests of efficiency of foreign exchange markets," Economics Letters, Elsevier, vol. 6(2), pages 165-170.
    14. repec:bla:scandj:v:78:y:1976:i:2:p:229-48 is not listed on IDEAS
    15. Darby, Michael R, 1975. "The Financial and Tax Effects of Monetary Policy on Interest Rates," Economic Inquiry, Western Economic Association International, vol. 13(2), pages 266-276, June.
    16. Robert J. Barro, 1978. "A Stochastic Equilibrium Model of an Open Economy Under Flexible Exchange Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 92(1), pages 149-164.
    17. Saidi, Nasser H, 1980. "Fluctuating Exchange Rates and the International Transmission of Economic Disturbances," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(4), pages 575-591, November.
    18. Frenkel, Jacob A. & Aizenman, Joshua, 1982. "Aspects of the optimal management of exchange rates," Journal of International Economics, Elsevier, vol. 13(3-4), pages 231-256, November.
    19. Driskill, Robert, 1981. "Exchange rate overshooting, the trade balance, and rational expectations," Journal of International Economics, Elsevier, vol. 11(3), pages 361-377, August.
    20. repec:bla:scandj:v:78:y:1976:i:2:p:255-75 is not listed on IDEAS
    21. Frenkel, Jacob A & Levich, Richard M, 1977. "Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods," Journal of Political Economy, University of Chicago Press, vol. 85(6), pages 1209-1226, December.
    22. Richard Meese & Kenneth S. Rogoff, 1981. "Empirical exchange rate models of the seventies: are any fit to survive?," International Finance Discussion Papers 184, Board of Governors of the Federal Reserve System (U.S.).
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