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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. 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.).
    8. Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
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