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EFFICIENCY AND PROBLEMS OF RESOURCE ALLOCATION.

LOEHMAN, E.T. - Krannert School of Management, Purdue University - 1989

Persistent link: https://www.econbiz.de/10005739779

THE MEASUREMENT OF AGGREGATE WELFARE.

MOORE, J.C.; CHIPMAN, J.S. - Krannert School of Management, Purdue University - 1991

Persistent link: https://www.econbiz.de/10005616549

Rational Speculators and Exchange Rate Volatility

Carlson, J.A.; Olser, C.L. - Krannert School of Management, Purdue University - 1997

This paper suggests a structural connection between rational speculative activity and exchange rate volatility. We note that, when Friedman originally claimed that rational speculators must smooth exchange rate, he excluded interest rate differentials form his interpretation of speculator...

Persistent link: https://www.econbiz.de/10005777128

Monetary Coordination, Fixed Exchange Rates and Noisy Markets.

carlson, J.A.; Han, D.G. - Krannert School of Management, Purdue University - 1995

Persistent link: https://www.econbiz.de/10005777136

A Model for Filter-Rule Gains in Foreign Exchange Markets.

Carlson, J.; Surchat, M. - Krannert School of Management, Purdue University - 1994

Persistent link: https://www.econbiz.de/10005777138

Stylized Facts of Nominal Exchange Rate Returns.

De Vries, C.G.; Leuven, K.U. - Krannert School of Management, Purdue University - 1994

Persistent link: https://www.econbiz.de/10005478741

Empirical Investigation of Exchange Rate Behavior in Developing Countries.

Bhawnani, V.; Kadiyala, K.R. - Krannert School of Management, Purdue University - 1994

Persistent link: https://www.econbiz.de/10005739793

Speculative Attacks and Balance of Payments Crisis in Developing Countries with Dual Exchange Rate Regimes.

Bhawnani, V.; Carlson, J.A.; Kadiyala, K.R. - Krannert School of Management, Purdue University - 1994

Persistent link: https://www.econbiz.de/10005739819

The Principales of Exchange Rate Determination in an international Finance Experiment.

Noussair, C.; Plott, C.R.; Riezman, R. - Krannert School of Management, Purdue University - 1994

Persistent link: https://www.econbiz.de/10005664269

Determinants of Currency Risk Premiums.

Carlson, J.A:; Osler, C.L. - Krannert School of Management, Purdue University - 1998

The risk premium is a function of both the interest rate differential and the gap between the current exchange rate and its long-run equilibrium in a model of the foreign exchange market with both non-speculating traders and rational speculators. If the speculators have an alternative to...

Persistent link: https://www.econbiz.de/10005664283