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Exchange Rates amd News: A Multi-Currency Approach. (1982). Edwards, Sebastian.
In: UCLA Economics Working Papers.
RePEc:cla:uclawp:238.

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  1. .

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  2. Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies. (2008). Aggarwal, Raj ; Lin, Winston T. ; Mohanty, Sunil K..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:12:y:2008:i:1-2:p:1-20.

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  3. Currency forecasting based on an error components-seemingly unrelated nonlinear regression model. (2005). Lin, Winston T..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:8:p:593-605.

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  4. Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221.

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  5. What determines the exchange rate: economic factors or market sentiment?. (1997). Hopper, Gregory P..
    In: Business Review.
    RePEc:fip:fedpbr:y:1997:i:sep:p:17-29.

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  6. Stocks and Currencies: Are they related?. (1996). Ong, L. L..
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:96-16.

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  7. Exchange rate returns, news, and risk premia. (1996). Wolff, Christian ; Koedijk, Kees G. ; Wolff, Christian C. P., .
    In: Economics Letters.
    RePEc:eee:ecolet:v:50:y:1996:i:1:p:127-134.

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  8. The Role of News in the Australian Foreign Exchange Market. (1988). J. S. Y. Wong, .
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:88-19.

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  9. AGRICULTURAL FUTURES PRICES AND NEW INFORMATION. (1988). Kitchen, John.
    In: Staff Reports.
    RePEc:ags:uerssr:278066.

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References

References cited by this document

  1. Aliber, Robert Z., The Interest Parity Theorem: A Reinterpretation, Journal of Political Economy, 81 (1973), 1451-59.

  2. Analysis, paper presented to the NBER Conference on Exchange Rates and International Macroeconomics, Cambridge, Mass. (November 1981).
    Paper not yet in RePEc: Add citation now
  3. Artus, Jacques and Young, John, Fixed and Flexible Exchange Rates: A Re- newal of the Debate, National Bureau of Economic Research, Working Paper Series, No. 367, 1979.
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  4. Barro, Robert J., A Capital Market in an Equilibrium Business Cycle Model, Econometrica, 48 (September 1980), 1393-1418.

  5. Bilson, John F.O., The `Speculative Efficiency Hypothesis, The Journal of Business (1981) , 435451.

  6. Darby, Michael R., The Financial and Tax Effects of Monetary Policy on Interest Rates, Economic Inquiry, 13 (1975), 266-76.

  7. Dooley, Michael P. and Isard, Peter, Capital Controls, Political Risk, and De- viationsfrom Interest-Rate Parity, Journal of Political Economy, 88 (1980), 370-384.

  8. Dornbusch, Rudiger, Exchange Rate Economics: Where Do We Stand?, Brookings Papers onEconornic Activity, 10 (1980), 143-185.

  9. Edwards, Sebastian, Aspects of the Economics of Exchange Rates, unpublished Ph.D. Dissertation, The University of Chicago, 1981.
    Paper not yet in RePEc: Add citation now
  10. Frankel, Jeffrey A., On the Mark, American Economic Review, 69 (1979), 610-622.
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  11. Frenkel, Jacob A. and Mussa, Michael, Efficiency of Foreign Exchange Markets and Measures of Turbulence, American Economic Review, 70 (1980), 374-81.

  12. Frenkel, Jacob A. and Razin, Assaf, Stochastic Prices and Tests of Efficiency of Forecasting Exchange Markets, Economic Letters, 6 (1980), 165-170.

  13. Genberg, Hans, Effects of Central Bank Intervention in the Foreign Exchange Market, IMF Staff Papers, 28 (1981), 451-476.

  14. Hansen, Lars Peter and Hodrick, Robert J., Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis, Journal of Political Economy, 88 (1980), 829-853.

  15. Levich, Richard 14., The Efficiency of Markets for Foreign Exchange, in International Economic Policy: Theory and Evidence, edited by Rudiger Dornbusch and Jacob A. Frenkel (Baltimore: Johns Hopkins University Press, 1979).
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  16. Mussa, Michael L., The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy Under a Regime of Controlled Floating, Scandinavian Journal of Economics, 78 (May 1976), 229-48.

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