✦ LIBER ✦

The effect of forward exchange on spot-rate volatility under risk and rational expectations

✍ Scribed by Masahiro Kawai

Book ID: 115979285
Publisher: Elsevier Science
Year: 1984
Tongue: English
Weight: 866 KB
Volume: 16
Category: Article
ISSN: 0022-1996
DOI: 10.1016/0022-1996(84)90048-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rational expectations and the effect of

Rational expectations and the effect of exchange-rate intervention on the exchange rate

✍ Michael Beenstock 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 675 KB

The exchange and interest rate term stru

The exchange and interest rate term structure under risk aversion and rational expectations

✍ Charles A. Wyplosz 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 811 KB

On the informational content of spot and

On the informational content of spot and forward exchange rates

✍ K. Alec Chrystal; Daniel L. Thornton 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 701 KB

The effect of excessively elastic expect

The effect of excessively elastic expectations on exchange-rate volatility in the Dornbusch overshooting model

✍ Jeffrey A. Frankel 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 618 KB

The effect of a transaction tax on excha

The effect of a transaction tax on exchange rate volatility

✍ Markku Lanne; Timo Vesala 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 139 KB 👁 1 views

## Abstract We argue that a transaction tax is likely to amplify, not dampen, volatility in foreign exchange markets. Our argument stems from the decentralized trading practice and the presumable discrepancy between ‘informed’ and ‘uninformed’ traders' valuations. Given that the informed valuations

The Effect of Exchange Rate Volatility o

The Effect of Exchange Rate Volatility on Trade in Durables

✍ Jaewoo Lee 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 137 KB