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Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.; Rose, Andrew - In: Inflation in an era of relative price shocks : …, (pp. 9-59). 2010
Persistent link: https://www.econbiz.de/10008732091
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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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Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium
Frankel, Jeffrey A. - 1987
risk premium and the conditional exchange rate variance. This note surveys recent empirical work that allows for the … conditional variance itself, and therefore the risk premium, to vary over time. In particular, it examines the implications of … time, that the exchange risk premium had to be small in magnitude and variability …
Persistent link: https://www.econbiz.de/10012476701
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Does trade cause growth?
Frankel, Jeffrey A.; Romer, David - In: The American economic review 89 (1999) 3, pp. 379-399
Persistent link: https://www.econbiz.de/10001408231
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Does trade cause growth?
Frankel, Jeffrey A.; Romer, David - 2002
Persistent link: https://www.econbiz.de/10001733841
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An Estimate of the Effect of Common Currencies on Trade and Income
Frankel, Jeffrey A.; Rose, Andrew Kenan - 2003
Gravity-based cross-sectional evidence indicates that currency unions and currency boards stimulate trade; cross-sectional evidence indicates that trade stimulates income. This paper estimates the effect that common-currency regimes have, via trade, on income per capita. We use economic and...
Persistent link: https://www.econbiz.de/10014133028
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Macroeconomic volatility in Latin America : a conceptual framework and three case studies
Caballero, Ricardo J. - In: Economia : journal of the Latin American and Caribbean … 1 (2000/01) 1, pp. 31-107
Persistent link: https://www.econbiz.de/10001651811
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Managing macroeconomic crises : policy lessons
Frankel, Jeffrey A.; Wei, Shang-jin - In: Managing economic volatility and crises : a …, (pp. 315-405). 2005
Persistent link: https://www.econbiz.de/10003391504
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A Relationship Between Regression Tests and Volatility Tests of Market ncy
Frankel, Jeffrey A. - 1983
Volatility tests are an alternative to regression tests for evaluating the joint null hypothesis of market efficiency … and risk neutrality. Acomparison of the power of the two kinds of tests depends on what the alternative hypothesis is … taken to be. By considering tests based on conditional volatility bounds, we show that if the alternative is that one could …
Persistent link: https://www.econbiz.de/10012477997
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A Relationship between Regression Tests and Volatility Tests of Market Ncy
Frankel, Jeffrey A. - 2010
Volatility tests are an alternative to regression tests for evaluating the joint null hypothesis of market efficiency … and risk neutrality. Acomparison of the power of the two kinds of tests depends on what the alternative hypothesis is … taken to be. By considering tests based on conditional volatility bounds, we show that if the alternative is that one could …
Persistent link: https://www.econbiz.de/10013141210