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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
The optimal-diversification model of investors' portfolio behavior can give a linear relationship between the exchange 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,...
Persistent link: https://www.econbiz.de/10012476701
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1991
Persistent link: https://www.econbiz.de/10000812601
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000800670
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Exchange rate forecasting and the foreign exchange market
Frankel, Jeffrey A. - 1996
Persistent link: https://www.econbiz.de/10001328104
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Chartists, fundamentalists and the demand for dollars
Frankel, Jeffrey A. - In: Greek economic review 10 (1988) 1, pp. 49-102
Persistent link: https://www.econbiz.de/10001096629
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Chartistas, fundamentalistas y la demanda de dólares
Frankel, Jeffrey A. - In: Información comercial española / Cuadernos económicos (1988), pp. 195-242
Persistent link: https://www.econbiz.de/10001045308
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The economics of exchange rates
Sarno, Lucio; Taylor, Mark P. - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001676536
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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
Frankel, Jeffrey A. - 1990
, affects the volume of trading in the market, and, in turn, the degree of volatility of the exchange rate. An example of how …
Persistent link: https://www.econbiz.de/10012475557
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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
Frankel, Jeffrey A. - 2010
, affects the volume of trading in the market, and, in turn, the degree of volatility of the exchange rate. An example of how …
Persistent link: https://www.econbiz.de/10012763525