MONETARY ASSET MODELS OF EXCHANGE-RATE DETERMINATION - HOW WELL HAVE THEY PERFORMED IN THE 1980S

被引:27
作者
ALEXANDER, D [1 ]
THOMAS, LR [1 ]
机构
[1] GOLDMAN SACHS & CO,NEW YORK,NY 10004
关键词
D O I
10.1016/0169-2070(87)90078-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:53 / 64
页数:12
相关论文
共 27 条
[1]  
[Anonymous], 1982, J INT MONEY FINANC, DOI DOI 10.1016/0261-5606(82)90004-3
[2]  
Bilson J, 1978, EC EXCHANGE RATES
[3]  
BILSON JFO, 1978, INT MONET FUND S PAP, V25, P48
[4]  
BILSON JFO, 1979, CARNEGIEROCHESTER C, V11
[5]   SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J].
CORNELL, B .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) :55-65
[6]  
Cumby R. E., 1984, EXCHANGE RATE THEORY
[7]   EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].
DORNBUSCH, R .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176
[8]  
DORNBUSCH R, 1980, BROOKINGS PAPERS EC, V1, P145
[9]  
FRANKEL J, 1982, EC INTERDEPENDENCE F
[10]  
FRANKEL JA, 1979, AM ECON REV, V69, P610