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Comment on: Time-varying liquidity in foreign exchange

Hodrick, Robert J. - In: Journal of monetary economics 49 (2002) 5, pp. 1053-1055

Persistent link: https://www.econbiz.de/10001700833

Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market

Flood, Robert P. - 1981

Persistent link: https://www.econbiz.de/10009570352

Comments on speculation and the volatility of foreign currency exchange rates

Flood, Robert P. - In: Carnegie Rochester conference series on public policy : … (1987), pp. 57-62

Persistent link: https://www.econbiz.de/10001038544

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