Forward exchange rates in general equilibrium
- 31 December 1991
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 10 (4) , 497-511
- https://doi.org/10.1016/0261-5606(91)90002-2
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- The covariation of risk premiums and expected future spot exchange ratesJournal of International Money and Finance, 1986
- Comparative Dynamics and Risk Premia in an Overlapping Generations ModelThe Review of Economic Studies, 1986
- Conditional variance and the risk premium in the foreign exchange marketJournal of International Economics, 1985
- Optimal and time consistent exchange-rate management in an overlapping-generations economyJournal of International Money and Finance, 1985
- Currency substitution in a production economyJournal of International Economics, 1985
- Time Preference and International Lending and Borrowing in an Overlapping-Generations ModelJournal of Political Economy, 1981
- Stochastic prices and tests of efficiency of foreign exchange marketsEconomics Letters, 1980
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- The diversifiability of exchange riskJournal of International Economics, 1979
- Asset Prices in an Exchange EconomyEconometrica, 1978