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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - In: Journal of international money and finance 7 (1988) 1, pp. 115-125
Persistent link: https://www.econbiz.de/10001043578
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The effect of excessively elastic expectations on exchange-rate volatility in the Dornbusch over-shooting model
Frankel, Jeffrey A. - In: Journal of international money and finance 2 (1983) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10002220863
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In search of the exchange risk premium : a six-currency test assuming mean-variance optimization
Frankel, Jeffrey A. - In: Journal of international money and finance 1 (1982) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10002220996
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Who drives real interest rates around the Pacific Rim: The USA or Japan?
Chinn, Menzie D.; Frankel, Jeffrey A. - In: Journal of international money and finance 14 (1995) 6, pp. 801-822
Persistent link: https://www.econbiz.de/10006941097
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Regression v[ersu]s. volatility tests of the efficiency of foreign exchange markets
Frankel, Jeffrey A. - In: Journal of international money and finance 6 (1987) 1, pp. 49-56
Persistent link: https://www.econbiz.de/10001043762
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Who drives real interest rates around the Pacific Rim : the USA or Japan?
Chinn, Menzie David - In: Journal of international money and finance 14 (1995) 6, pp. 801-821
Persistent link: https://www.econbiz.de/10001194450
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Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
Cavallo, Eduardo A.; Frankel, Jeffrey A. - In: Journal of international money and finance 27 (2008) 8, pp. 1430-1452
Persistent link: https://www.econbiz.de/10008141183
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Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
Cavallo, Eduardo A.; Frankel, Jeffrey A. - In: Journal of international money and finance 27 (2008) 8, pp. 1430-1453
Persistent link: https://www.econbiz.de/10008899476
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Global transmission of interest rates : monetary independence and currency regime
Frankel, Jeffrey A.; Schmukler, Sergio L.; Servén, Luis - In: Journal of international money and finance 23 (2004) 5, pp. 701-733
Persistent link: https://www.econbiz.de/10002138768