A note on the determinants of unexpected exchange rate movements-Reference-Cited by-同舟云学术

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A note on the determinants of unexpected exchange rate movements

Published:1996-01 Issue:1 Volume:20 Page:179-188
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Cavaglia Stefano M.F.G.,Wolff Christian C.P.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. The foreign exchange market: Theory and econometric evidence;Baillie,1989

2. The purchasing power parity doctrine: A reappraisal;Balassa;Journal of Political Economy,1964

3. Exchange rates in the short run: The dollar/deutschmark rate;Branson;European Economic Review,1977

4. The dollar and real interest rates;Campbell,1987

5. Permanent and transitory components of the time series of real exchange rates and real interest rates;Cavaglia,1990

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1. A study on the dynamics of exchange rate volatility spillover network: Evidence from Central Asia;Procedia Computer Science;2018

2. Uncertainty and risk premium puzzle;Journal of Economics and Finance;2011-01-11

3. Information sources, news, and rumors in financial markets: Insights into the foreign exchange market;Journal of Economic Psychology;2004-06

4. Large changes in major exchange rates: a chronicle of the 1990s;Applied Financial Economics;2002-11

5. The effects of news on exchange rates when the risk premium is considered;Applied Financial Economics;2002-02

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