Speculation, interest arbitrage, and the forward foreign exchange rate of the Canadian dollar: Updated evidence
- 31 May 1981
- journal article
- Published by Elsevier in Journal of Macroeconomics
- Vol. 3 (2) , 293-299
- https://doi.org/10.1016/0164-0704(81)90020-3
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Speculation and the Forward Foreign Exchange Rate: A NoteThe Journal of Finance, 1980
- Interest Arbitrage between Canada and the United States: A New PerspectiveCanadian Journal of Economics/Revue canadienne d'économique, 1978
- The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational ExpectationsThe Review of Economics and Statistics, 1977
- More Evidence on the Role of Speculation in the Canadian Forward Exchange MarketCanadian Journal of Economics/Revue canadienne d'économique, 1974
- The Role of Speculation in Forward-Rate Determination: The Canadian Flexible Dollar 1953-1960Canadian Journal of Economics/Revue canadienne d'économique, 1971
- A Structural Model of the Foreign Exchange MarketCanadian Journal of Economics/Revue canadienne d'économique, 1969
- An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate SystemsCanadian Journal of Economics/Revue canadienne d'économique, 1968
- The Forward Rate and the Interest ParityThe Review of Economic Studies, 1965