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Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - 2013

Persistent link: https://www.econbiz.de/10009791157

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

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

The recent liberalization of Korea's foreign exchange markets, and tests of US versus Japanese influence

Frankel, Jeffrey A. - In: Seoul journal of economics 5 (1992) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10001133562

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

Effects of speculation and interest rates in a "carry trade" model of commodity prices

Frankel, Jeffrey A. - 2013

Persistent link: https://www.econbiz.de/10010191585

Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices

Frankel, Jeffrey A. - 2013

The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be characterized as reflecting the carry trade. It focuses on speculative factors, here defined as the trade-off between interest rates on the one hand and market participants'...

Persistent link: https://www.econbiz.de/10012459199

An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length

Frankel, Jeffrey A.; Lown, Cara Sue - 1991

Persistent link: https://www.econbiz.de/10000830729

Political v[ersu]s. currency premia in international real interest differentials : a study of forward rates for 24 countries

Frankel, Jeffrey A.; MacArthur, Alan T. - 1987

Persistent link: https://www.econbiz.de/10000724995

A technique for extracting a measure of expected inflation from the interest rate term structure

Frankel, Jeffrey A. - 1979

Persistent link: https://www.econbiz.de/10000780463