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Why money announcements move interest rates: an answer from the foreign exchange market

Engel, Charles; Frankel, Jeffrey - In: Proceedings (1982) 6, pp. 1-36

Persistent link: https://www.econbiz.de/10005077991

Profit-making speculation in the spot and forward foreign exchange markets: evidence and implications

Sweeney, Richard J. - In: Proceedings (1985) 7, pp. 1-46

Persistent link: https://www.econbiz.de/10005078011

Exchange rate policies and capital account management: Chile in the 1990s

Cowan, Kevin; Gregorio, Jose De - In: Proceedings (1996), pp. 465-488

Persistent link: https://www.econbiz.de/10005078017

Exchange rate instability: determinants and predictability

Meese, Richard A.; Rose, Andrew K. - In: Proceedings (1996), pp. 183-205

Persistent link: https://www.econbiz.de/10005078106

Foreign direct investment, trade, and real exchange rate linkages in developing countries

Goldberg, Linda S.; Klein, Michael - In: Proceedings (1996), pp. 73-100

Persistent link: https://www.econbiz.de/10005078176

Currency substitution: a critical survey from a portfolio balance perspective

Cuddington, John T. - In: Proceedings (1982) 6, pp. 37-79

Persistent link: https://www.econbiz.de/10005078177

Capital inflows and the real exchange rate: analytical framework and econometric evidence

Agenor, Pierre-Richard; Hoffmaister, Alexander W. - In: Proceedings (1996), pp. 101-146

Persistent link: https://www.econbiz.de/10005078199

Derivative products in exchange rate crises

Garber, Peter M.; Lall, Subir - In: Proceedings (1996), pp. 206-231

Persistent link: https://www.econbiz.de/10005078210

Speculative capital inflows and exchange rate targeting in the Pacific Basin: theory and evidence

Kletzer, Kenneth; Spiegel, Mark M. - In: Proceedings (1996), pp. 409-435

Persistent link: https://www.econbiz.de/10005078218

Incomplete information processing: a solution to the forward discount puzzle

Bacchetta, Philippe; Wincoop, Eric van - In: Proceedings (2006) Jun

The uncovered interest rate parity equation is the cornerstone of most models in international macro. However, this equation does not hold empirically since the forward discount, or interest rate differential, is negatively related to the subsequent change in the exchange rate. This forward...

Persistent link: https://www.econbiz.de/10005712866