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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Japanese finance in the 1980s : a survey
Frankel, Jeffrey A. - In: Trade with Japan : has the door opened wider?, (pp. 225-268). 1991
Persistent link: https://www.econbiz.de/10001281570
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The Japanese cost of finance : a survey
Frankel, Jeffrey A. - In: Financial management 20 (1991) 1, pp. 95-127
Persistent link: https://www.econbiz.de/10001117922
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Expectations and commodity price dynamics : the overshooting model
Frankel, Jeffrey A. - In: American journal of agricultural economics 68 (1986) 2, pp. 344-348
Persistent link: https://www.econbiz.de/10003552149
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European integration and the regionalization of world trade and currencies : the economics and the politics
Frankel, Jeffrey A. - In: Monetary and fiscal policy in an integrated Europe : …, (pp. 202-232). 1995
Persistent link: https://www.econbiz.de/10001289569
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Exchange rates and monetary policy
Frankel, Jeffrey A. - In: Exchange rates, capital flows, and monetary policy in a …, (pp. 1-15). 1997
Persistent link: https://www.econbiz.de/10001402022
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Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Wei, Shang-Jin; Frankel, Jeffrey A. - 2021
Market participants' forecasts of future exchange rate volatility can be recovered from option contracts on foreign … currencies. Such implicit volatility forecasts for four currencies are used to test rational expectations jointly with the … version of market rationality: the market can correctly forecast the direction of the change in exchange rate volatility. This …
Persistent link: https://www.econbiz.de/10013242912
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How to cope with volatile commodity export prices : four proposals
Frankel, Jeffrey A. - 2017
Persistent link: https://www.econbiz.de/10011813744
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How to cope with volatile commodity export prices : four proposals
Frankel, Jeffrey A. - 2017
Persistent link: https://www.econbiz.de/10011759868
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Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Wei, Shang-Jin - 1991
Market participants' forecasts of future exchange rate volatility can be recovered from option contracts on foreign … currencies. Such implicit volatility forecasts for four currencies are used to test rational expectations jointly with the … version of market rationality: the market can correctly forecast the direction of the change in exchange rate volatility. This …
Persistent link: https://www.econbiz.de/10012475077