-
2
-
-
0001660278
-
The 'speculative efficiency' hypothesis
-
Bilson, J. F. O. (1981) The 'speculative efficiency' hypothesis. Journal of Business 54, 435-452.
-
(1981)
Journal of Business
, vol.54
, pp. 435-452
-
-
Bilson, J.F.O.1
-
3
-
-
0002291044
-
Spot rates, forward rates, and exchange market efficiency
-
Cornell, B. (1977) Spot rates, forward rates, and exchange market efficiency. Journal of Financial Economics 5, 55-65.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 55-65
-
-
Cornell, B.1
-
4
-
-
0001351999
-
The impact of data errors on measurement of the foreign exchange risk premium
-
Cornell, B. (1989) The impact of data errors on measurement of the foreign exchange risk premium. Journal of International Money and Finance 8, 147-157.
-
(1989)
Journal of International Money and Finance
, vol.8
, pp. 147-157
-
-
Cornell, B.1
-
5
-
-
0003337448
-
International interest rate and price-level linkages under flexible exchange rates: A review of recent evidence
-
eds John F. O. Bilson and R. C. Marston, University of Chicago Press for the National Bureau of Economic Research, Chicago
-
Cumby, R. E. and Obstfeld, M. (1984) International interest rate and price-level linkages under flexible exchange rates: a review of recent evidence. In Exchange Rate Theory and Practice, eds John F. O. Bilson and R. C. Marston, pp. 121-151. University of Chicago Press for the National Bureau of Economic Research, Chicago.
-
(1984)
Exchange Rate Theory and Practice
, pp. 121-151
-
-
Cumby, R.E.1
Obstfeld, M.2
-
6
-
-
0002048772
-
Conditional variance and the risk premium in the foreign exchange market
-
Domowitz, I. and Hakkio, C. S. (1985) Conditional variance and the risk premium in the foreign exchange market. Journal of International Economics 19, 47-66.
-
(1985)
Journal of International Economics
, vol.19
, pp. 47-66
-
-
Domowitz, I.1
Hakkio, C.S.2
-
8
-
-
48549113655
-
Forward and spot exchange rates
-
Fama, E. F. (1984) Forward and spot exchange rates. Journal of Monetary Economics 14, 319-338.
-
(1984)
Journal of Monetary Economics
, vol.14
, pp. 319-338
-
-
Fama, E.F.1
-
9
-
-
0001444994
-
Flexible exchange rates, prices, and the role of 'news': Lessons from the 1970's
-
Frenkel, J. A. (1981) Flexible exchange rates, prices, and the role of 'news': lessons from the 1970's. Journal of Political Economy 89, 665-705.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 665-705
-
-
Frenkel, J.A.1
-
10
-
-
84959841139
-
Forward discount bias: Is it an exchange risk premium?
-
Froot, K. A. and Frankel, J. A. (1989) Forward discount bias: is it an exchange risk premium? Quarterly Journal of Economics 104, 139-161.
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 139-161
-
-
Froot, K.A.1
Frankel, J.A.2
-
11
-
-
0001307729
-
Risk averse speculation in the forward foreign exchange market: An econometric analysis of linear models
-
ed J. A. Frenkel, University of Chicago Press for the NBER, Chicago
-
Hansen, L. P. and Hodrick, R. J. (1983) Risk averse speculation in the forward foreign exchange market: an econometric analysis of linear models. In Exchange Rates and International Macroeconomics, ed J. A. Frenkel, pp. 113-152. University of Chicago Press for the NBER, Chicago.
-
(1983)
Exchange Rates and International Macroeconomics
, pp. 113-152
-
-
Hansen, L.P.1
Hodrick, R.J.2
-
14
-
-
0001590810
-
Foreign exchange rate expectations: Micro survey data
-
Ito, T. (1990) Foreign exchange rate expectations: micro survey data. American Economic Review 80, 434-439.
-
(1990)
American Economic Review
, vol.80
, pp. 434-439
-
-
Ito, T.1
-
15
-
-
38249018750
-
Can a time-varying risk premium explain excess returns in the market for foreign exchange?
-
Kaminsky, G. and Peruga, R. (1990) Can a time-varying risk premium explain excess returns in the market for foreign exchange? Journal of International Economics 28, 47-70.
-
(1990)
Journal of International Economics
, vol.28
, pp. 47-70
-
-
Kaminsky, G.1
Peruga, R.2
-
17
-
-
38149143534
-
A reconsideration of the uncovered interest parity relationship
-
McCallum, B. T. (1994) A reconsideration of the uncovered interest parity relationship. Journal of Monetary Economics 33, 105-132.
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 105-132
-
-
McCallum, B.T.1
-
18
-
-
0000706085
-
A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W. K. and West, K. D. (1987) A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
20
-
-
0000589478
-
Critical values and probability levels for the Wilcoxon rank sum test and the Wilcoxon rank test
-
eds H. L. Harter and D. B. Owen, Markham, Chicago
-
Wilcoxon, F., Katti, S. K. and Wilcox, R. A. (1970) Critical values and probability levels for the Wilcoxon rank sum test and the Wilcoxon rank test. In Selected Tables in Mathematical Statistics, eds H. L. Harter and D. B. Owen, Vol I, pp.171-259. Markham, Chicago.
-
(1970)
Selected Tables in Mathematical Statistics
, vol.1
, pp. 171-259
-
-
Wilcoxon, F.1
Katti, S.K.2
Wilcox, R.A.3
-
21
-
-
0030306170
-
Asymmetry in forward exchange rate bias: A puzzling result
-
Wu, Y. and Zhang, H. (1996) Asymmetry in forward exchange rate bias: a puzzling result. Economics Letters 50, 407-411.
-
(1996)
Economics Letters
, vol.50
, pp. 407-411
-
-
Wu, Y.1
Zhang, H.2
|