Narrow search
Showing 1 - 10 of 20
Cover Image
Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market
Flood, Robert P. - 1981
The present paper is intended to accomplish two tasks. First, models predicting overshooting and magnification, respectively, will be checked for their consistency with two key empirical regularities: A. The observed pattern of price level vs. exchange-rate volatility. B. The observed pattern of...
Persistent link: https://www.econbiz.de/10012478498
Cover Image
Are currency crises self-fulfilling?
Krugman, Paul R.; Kehoe, Timothy Jerome; Obstfeld, Maurice - In: NBER macroeconomics annual 11 (1996), pp. 345-407
Persistent link: https://www.econbiz.de/10001247706
Cover Image
Financial integration : a new methodology and an illustration
Flood, Robert P.; Rose, Andrew - In: Journal of the European Economic Association 3 (2005) 6, pp. 1349-1359
Persistent link: https://www.econbiz.de/10003269475
Cover Image
Estimating the expected marginal rate of substitution : a systematic exploitation of idiosyncratic risk
Flood, Robert P.; Rose, Andrew - In: Journal of monetary economics 52 (2005) 5, pp. 951-969
Persistent link: https://www.econbiz.de/10003174540
Cover Image
Comment on: "Estimating the expected marginal rate of substitution"
Marshall, David Aaron - In: Journal of monetary economics 52 (2005) 5, pp. 971-979
Persistent link: https://www.econbiz.de/10003174940
Cover Image
Estimating the expected marginal rate of substitution : a systematic exploitation of idiosyncratic risk
Rose, Andrew; Flood, Robert P. - 2005
Persistent link: https://www.econbiz.de/10002620965
Cover Image
Purchasing power parity and the theory of general relativity : the first tests
Coakley, Jerry; Flood, Robert P.; Fuertes, Ana María; … - In: Journal of international money and finance 24 (2005) 2, pp. 293-316
Persistent link: https://www.econbiz.de/10002635945
Cover Image
Financial integration : a new methodology and an illustation
Flood, Robert P.; Rose, Andrew - 2004
Persistent link: https://www.econbiz.de/10002243977
Cover Image
Estimating the expected marginal rate of substitution : exploiting idiosyncratic risk
Flood, Robert P.; Rose, Andrew - 2004
Persistent link: https://www.econbiz.de/10002359619