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Financial Markets and Financial Crises
Hubbard, R.Glenn; Carlson, John A. - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 165-167
Persistent link: https://www.econbiz.de/10006684175
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BOOK REVIEWS - The Economics of International Transfers
Brakman, Steven; Marrewijk, Charles Van; Carlson, John A. - In: Journal of economic literature 38 (2000) 2, pp. 435
Persistent link: https://www.econbiz.de/10006837626
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Optimal pricing, inflation, and the cost of price adjustment
Sheshinski, Eytan; Weiss, Yoram; Carlson, John A. - In: Journal of economic literature 32 (1994) 4, pp. 1877
Persistent link: https://www.econbiz.de/10006865222
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Credibility of a new monetary regime: The currency board in Bulgaria
Carlson, John A.; Valev, Neven T. - In: Journal of monetary economics 47 (2001) 3, pp. 581-594
Persistent link: https://www.econbiz.de/10007670136
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Risk Aversion, Foreign Exchange Speculation and Gambler's Ruin
Carlson, John A. - In: Economica 65 (1998) 259, pp. 441-454
Persistent link: https://www.econbiz.de/10007692640
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A Disinflation Trade-off: Speed versus Final Destination
Carlson, John A.; Valev, Neven T. - In: Economic inquiry : journal of the Western Economic … 40 (2002) 3, pp. 450-456
Persistent link: https://www.econbiz.de/10006264859
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Inflation and Asymmetric Output Adjustments by Firms
Buckle, Robert A.; Carlson, John A. - In: Economic inquiry : journal of the Western Economic … 36 (1998) 2, pp. 215-228
Persistent link: https://www.econbiz.de/10006307195
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Beyond the Lecture: Case Teaching and the Learning of Economic Theory
Carlson, John A.; Schodt, David W. - In: The journal of economic education 26 (1995) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10006534695
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NOTES - Inflation and Asymmetric Price Adjustment
Buckle, Robert A.; Carlson, John A. - In: The review of economics and statistics 82 (2000) 1, pp. 157-159
Persistent link: https://www.econbiz.de/10006386527
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Determinants of Currency Risk Premiums
Carlson, John A. - 2006
This paper presents a theoretical model of exchange-rate determination intended to address the forward premium puzzle. It also explains the empirical observation that risk premiums depend on interest differentials. The model's closed-form solution indicates that currency risk premiums depend on...
Persistent link: https://www.econbiz.de/10012735731