The contribution of economic fundamentals to movements in exchange rates

Author:

Balke Nathan S.,Ma Jun,Wohar Mark E.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Low frequency movements in stock prices: a state-space decomposition;Balke;The Review of Economics and Statistics,2002

2. The monetary approach to the exchange rate: some empirical evidence;Bilson;IMF Staff Papers,1978

3. The dividend-price ratio and expectations of future dividends and discount factors;Campbell;Review of Financial Studies,1988

4. The monetary model strikes back: evidence from the world;Cerra;Journal of International Economics,2010

5. Empirical exchange rate models of the nineties: are any fit to survive?;Cheung;Journal of International Money and Finance,2005

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