Back to search

Spot and forward rates in a stochastic model of the foreign exchange market

Data up to Jan 2025

Published1982
Citations19
References28

Total Citations Per Year

Abstract

References (28)

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Essays in Positive Economics.

1954 • 3,297 citations

Some International Evidence on Output-Inflation Tradeoffs.

1973 • 2,466 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

1979 • 985 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence

1976 • 810 citations

Consumer's Surplus, Price Instability, and Consumer Welfare

1980 • 185 citations

Flexible exchange rates

1969 • 142 citations

The diversifiability of exchange risk

1979 • 123 citations

Tests of Rational Expectations in the Forward Exchange Market

1980 • 120 citations

The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach

1980 • 114 citations

The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market

1959 • 112 citations

The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments

1970 • 86 citations

Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models

1980 • 65 citations

Speculation, rational expectations, and stability of the foreign exchange market

1980 • 55 citations

Forward Exchange, Speculation, and the International Flow of Capital

1968 • 54 citations

Exchange-Rate Variability, Real and Monetary Shocks, and the Degree of Capital Mobility Under Rational Expectations

1980 • 50 citations

The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations

1977 • 39 citations

Exchange rate overshooting, the trade balance, and rational expectations

1981 • 30 citations

Forward Exchange, Speculation, and the International Flow of Capital.

1967 • 26 citations

The Theory of Forward Exchange and Recent Practice

1953 • 26 citations

The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations

1980 • 20 citations

The Use of Rational Expectations in Models of Speculation

1972 • 19 citations

A multiperiod theory of forward exchange

1977 • 9 citations

Testing for the Role of Speculation in the Forward Exchange Market: Some Problems if There are Fisherian Expectations

1979 • 5 citations

The modern theory of forward foreign exchange: some new consistent estimates under rational expectations

1982 • 2 citations

Cited By (0)

Loading...
Spot and forward rates in a stochastic model of the foreign exchange market (1982) – Journal of International Economics | Metascience Observatory Explorer