International Capital Flows under Full Monetary Equilibrium: An Empirical Analysis
Author
Abstract
Suggested Citation
Note: ME ITI IFM
Download full text from publisher
References listed on IDEAS
- John F. O. Bilson, 1979. "Recent Developments in Monetary Models of Exchange Rate Determination (Evolution récente des modèles monétaires de détermination des taux de change) (Progreso reciente en el campo de los modelos m," IMF Staff Papers, Palgrave Macmillan, vol. 26(2), pages 201-223, June.
- Branson, William H & Hill, Raymond D, Jr, 1971. "Capital Movements Among Major OECD Countries: Some Preliminary Results," Journal of Finance, American Finance Association, vol. 26(2), pages 269-286, May.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Dean Taylor, 1980. "Official Intervention in the Foreign Exchange Market or, Bet Against the Central Bank," UCLA Economics Working Papers 185, UCLA Department of Economics.
- Caves, Douglas W & Feige, Edgar L, 1980. "Efficient Foreign Exchange Markets and the Monetary Approach to Exchange-Rate Determination," American Economic Review, American Economic Association, vol. 70(1), pages 120-134, March.
- Kouri, Pentti J K & Porter, Michael G, 1974. "International Capital Flows and Portfolio Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 443-467, May/June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- John H. Makin, 1981. "Exchange Rate Behavior under Full Monetary Equilibrium: An Empirical Analysis," NBER Working Papers 0647, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Stuart Landon & Constance E. Smith, 2003.
"The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen–Dollar Rate,"
Review of International Economics, Wiley Blackwell, vol. 11(1), pages 144-158, February.
- Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany.
- Frenkel, Jacob A. & Mussa, Michael L., 1985.
"Asset markets, exchange rates and the balance of payments,"
Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 14, pages 679-747,
Elsevier.
- Jacob A. Frenkel & Michael L. Mussa, 1984. "Asset Markets, Exchange Rates and the Balance of Payments," NBER Working Papers 1287, National Bureau of Economic Research, Inc.
- Charles van Marrewijk, 2005.
"Basic Exchange Rate Theories,"
Tinbergen Institute Discussion Papers
05-024/2, Tinbergen Institute.
- Charles Van Marrewijk, 2005. "Basic Exchange Rate Theories," Centre for International Economic Studies Working Papers 2005-01, University of Adelaide, Centre for International Economic Studies.
- Jacques Mélitz, 1982. "Jusqu'à quel point doit-on simplifier la modélisation du taux de change ?," Revue Économique, Programme National Persée, vol. 33(4), pages 675-694.
- Peter Isard, 1980. "Factors determining exchange rates: the roles of relative price levels, balances of payments, interest rates and risk," International Finance Discussion Papers 171, Board of Governors of the Federal Reserve System (U.S.).
- William Marois, 1981. "Les interactions entre les mouvements de capitaux et la politique monétaire en système de changes quasi fixes," Revue Économique, Programme National Persée, vol. 32(2), pages 374-404.
- Martin D.D. Evans & Richard K. Lyons, 2017.
"Order Flow and Exchange Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290,
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2002. "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 170-180, February.
- Evans, Martin D. & Lyons, Richard K., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance, Working Paper Series qt0dh1c16w, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
- Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley.
- Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
- Richard M. Levich, 1983. "Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency," NBER Working Papers 1112, National Bureau of Economic Research, Inc.
- Robert Aliber, 1978. "The integration of National financial markets: A review of theory and findings," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 114(3), pages 448-480, September.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1995.
"The fundamental determinants of financial integration in the European Union,"
Other publications TiSEM
0090a2e9-4071-45da-9fca-b, Tilburg University, School of Economics and Management.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1996. "The Fundamental Determinants of Financial Integration in the European Union," Other publications TiSEM b994dede-d928-4b3b-bf51-7, Tilburg University, School of Economics and Management.
- Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Discussion Paper 1995-117, Tilburg University, Center for Economic Research.
- Metaxas, Theodore & Kechagia, Polyxeni, 2016. "Literature review of 100 empirical studies of Foreign Direct Investment: 1950-2015," MPRA Paper 71414, University Library of Munich, Germany.
- Vijay Bhawnani & K. Rao Kadiyala, 1997. "Forecasting foreign exchange rates in developing economies," Applied Economics, Taylor & Francis Journals, vol. 29(1), pages 51-62.
- Waheed, Muhammad, 2010. "Foreign exchange intervention and sterilization: an investigation of State Bank of Pakistan’s Reaction Function," MPRA Paper 33161, University Library of Munich, Germany.
- Rausser, Gordon C., 1985. "Macroeconomic environment for U.S. agricultural policy," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2561m38d, Department of Agricultural & Resource Economics, UC Berkeley.
- Robert E. Cumby & Maurice Obstfeld, 1984.
"International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence,"
NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152,
National Bureau of Economic Research, Inc.
- Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
- Sebastian Edwards, 2018. "Finding equilibrium: on the relation between exchange rates and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 81-107, Bank for International Settlements.
- Peter Isard, 1982. "An accounting framework and some issues for modelling how exchange rates respond to the news," International Finance Discussion Papers 200, Board of Governors of the Federal Reserve System (U.S.).
- Luo, Robin & Visaltanachoti, Nuttawat, 2010. "Real exchange rates, asset prices and terms of trade: A theoretical analysis," Economic Modelling, Elsevier, vol. 27(1), pages 143-151, January.
- Adriana Burlea‐Schiopoiu & Simina Brostescu & Liviu Popescu, 2023. "The impact of foreign direct investment on the economic development of emerging countries of the European Union," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2148-2177, April.
- Richard D. Haas & Peter Hooper & Lois E. Stekler & Steven A. Symansky, 1982. "Alternative approaches to general equilibrium modeling of exchange rates and capital flows: the MCM experience," International Finance Discussion Papers 213, Board of Governors of the Federal Reserve System (U.S.).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:0648. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.