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Exchange rate determination and real interest rate differentials under uncertainty

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  • Harvey Lapan

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  • Harvey Lapan, 1984. "Exchange rate determination and real interest rate differentials under uncertainty," International Finance Discussion Papers 232, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgif:232
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    File URL: http://www.federalreserve.gov/pubs/ifdp/1983/232/ifdp232.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Barro, Robert J, 1974. "Are Government Bonds Net Wealth?," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1095-1117, Nov.-Dec..
    3. Grossman, Gene M & Razin, Assaf, 1984. "International Capital Movements under Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 286-306, April.
    4. John Kareken & Neil Wallace, 1981. "On the Indeterminacy of Equilibrium Exchange Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 96(2), pages 207-222.
    5. Wyplosz, Charles A., 1983. "The exchange and interest rate term structure under risk aversion and rational expectations," Journal of International Economics, Elsevier, vol. 14(1-2), pages 123-139, February.
    6. Driskill, Robert & McCafferty, Stephen, 1980. "Speculation, rational expectations, and stability of the foreign exchange market," Journal of International Economics, Elsevier, vol. 10(1), pages 91-102, February.
    7. Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
    8. Anne C. Sibert, 1982. "The risk premium in the market for forward foreign exchange," International Finance Discussion Papers 211, Board of Governors of the Federal Reserve System (U.S.).
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