-
2
-
-
0001664176
-
The effect of political risk on the forward exchange bias: The case of elections
-
Bachman, D. (1992a) The effect of political risk on the forward exchange bias: the case of elections, Journal of International Money and Finance, 11.
-
(1992)
Journal of International Money and Finance
, vol.11
-
-
Bachman, D.1
-
3
-
-
5744230958
-
Political risk in foreign exchange markets: Fundamental determinants of the foreign exchange risk premium
-
Bachman, D. (1992b) Political risk in foreign exchange markets: fundamental determinants of the foreign exchange risk premium, Journal of International Financial Markets, Institutions and Money, 2(1).
-
(1992)
Journal of International Financial Markets, Institutions and Money
, vol.2
, Issue.1
-
-
Bachman, D.1
-
4
-
-
84909753817
-
Econometric tests of rationality and market efficiency
-
Baillie, R. T. (1989) Econometric tests of rationality and market efficiency, Econometric Reviews, 8, 151-86.
-
(1989)
Econometric Reviews
, vol.8
, pp. 151-186
-
-
Baillie, R.T.1
-
5
-
-
84974489285
-
Testing the unbiased forward rate hypothesis: Evidence on unit roots, cointegration and stochastic coefficients
-
Barnhart, S. W. and Szakmary, A. C. (1991) Testing the unbiased forward rate hypothesis: evidence on unit roots, cointegration and stochastic coefficients, Journal of Financial and Quantitative Analysis, 26, 245-67.
-
(1991)
Journal of Financial and Quantitative Analysis
, vol.26
, pp. 245-267
-
-
Barnhart, S.W.1
Szakmary, A.C.2
-
6
-
-
85033840550
-
-
Unpublished Manuscript, University at Albany, SUNY, Albany, NY
-
Chaudhuri, K. and Kinal T. (1994) Purchasing power parity re-examined: the role of oil prices, Unpublished Manuscript, University at Albany, SUNY, Albany, NY.
-
(1994)
Purchasing Power Parity Re-examined: The Role of Oil Prices
-
-
Chaudhuri, K.1
Kinal, T.2
-
7
-
-
84977360467
-
A note on exchange rate expectations and nominal interest differentials: A test of the Fisher hypothesis
-
Cumby, R. E. and Obstfeld, M. (1981) A note on exchange rate expectations and nominal interest differentials: a test of the Fisher hypothesis, Journal of Finance, June, 697-703.
-
(1981)
Journal of Finance
, vol.JUNE
, pp. 697-703
-
-
Cumby, R.E.1
Obstfeld, M.2
-
8
-
-
21844489871
-
The foreign exchange market efficiency hypothesis: Revisiting the puzzle
-
forthcoming
-
Dutt, S. D. (1994) The foreign exchange market efficiency hypothesis: revisiting the puzzle, Economics Letters, (forthcoming).
-
(1994)
Economics Letters
-
-
Dutt, S.D.1
-
10
-
-
0000380870
-
Floating exchange rates, expectations and new information
-
Edwards, S. (1983) Floating exchange rates, expectations and new information, Journal of Monetary Economics, 11, 321-36.
-
(1983)
Journal of Monetary Economics
, vol.11
, pp. 321-336
-
-
Edwards, S.1
-
11
-
-
0000013567
-
Cointegration and error correction: Representation, estimation and testing
-
Engle, R. F. and Granger, C. W. J. (1987) Cointegration and error correction: representation, estimation and testing, Econometrica, 55, 251-76.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
44949269299
-
Seasonal cointegration: The Japanese consumption function
-
Engle, R. F., Granger, C. W. J., Hylleberg, S. and Lee, H. S. (1993) Seasonal cointegration: the Japanese consumption function, Journal of Econometrics, 55, 275-303.
-
(1993)
Journal of Econometrics
, vol.55
, pp. 275-303
-
-
Engle, R.F.1
Granger, C.W.J.2
Hylleberg, S.3
Lee, H.S.4
-
13
-
-
48549113655
-
Forward and spot exchange rates
-
Fama, E. F. (1984) Forward and spot exchange rates, Journal of Monetary Economics, 14, 319-38.
-
(1984)
Journal of Monetary Economics
, vol.14
, pp. 319-338
-
-
Fama, E.F.1
-
14
-
-
0000975203
-
Expectations and the forward exchange rate
-
Hakkio, C. S. (1981) Expectations and the forward exchange rate, International Economic Review, 22, 663-78.
-
(1981)
International Economic Review
, vol.22
, pp. 663-678
-
-
Hakkio, C.S.1
-
15
-
-
0000714094
-
Forward exchange rates as optimal predictors of future spot rates: An economic analysis
-
Hansen, L. P. and Hodrick, R. J. (1980) Forward exchange rates as optimal predictors of future spot rates: an economic analysis, Journal of Political Economy, 88, 829-53.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 829-853
-
-
Hansen, L.P.1
Hodrick, R.J.2
-
18
-
-
0000821069
-
On the efficiency of markets for foreign exchange
-
R. Dornbusch and J. A. Frenkel, eds, (Johns Hopkins University Press, Baltimore, MD)
-
Levich, R. M. (1979) On the efficiency of markets for foreign exchange, in R. Dornbusch and J. A. Frenkel, eds, International Economic Policy, Theory and Evidence (Johns Hopkins University Press, Baltimore, MD).
-
(1979)
International Economic Policy, Theory and Evidence
-
-
Levich, R.M.1
-
19
-
-
84977399697
-
Testing the efficiency of the Canadian-US exchange market under the assumption of no risk premium
-
Longworth, D. (1981) Testing the efficiency of the Canadian-US exchange market under the assumption of no risk premium, Journal of Finance, 36, 43-9.
-
(1981)
Journal of Finance
, vol.36
, pp. 43-49
-
-
Longworth, D.1
-
20
-
-
5744236381
-
The stability of velocity: A test for seasonal cointegration
-
Mcdougall, R. S. (1994) The stability of velocity: a test for seasonal cointegration, Applied Economics Letters, 1, 152-7.
-
(1994)
Applied Economics Letters
, vol.1
, pp. 152-157
-
-
Mcdougall, R.S.1
-
21
-
-
0002378331
-
Critical values for cointegration
-
R. F. Engle and C. W. Granger, eds, (Oxford University Press, Oxford)
-
Mackinnon, J. G. (1991) Critical values for cointegration, in R. F. Engle and C. W. Granger, eds, Long Run Economic Relationships: Readings in Cointegration, (Oxford University Press, Oxford).
-
(1991)
Long Run Economic Relationships: Readings in Cointegration
-
-
Mackinnon, J.G.1
-
23
-
-
0000784320
-
Asymptotic properties of residual based tests for cointegration
-
Phillips, P. C. B. and Ouliaris, S. (1990) Asymptotic properties of residual based tests for cointegration, Econometrica, 58, 165-93.
-
(1990)
Econometrica
, vol.58
, pp. 165-193
-
-
Phillips, P.C.B.1
Ouliaris, S.2
-
24
-
-
19044371729
-
Testing for unit roots in autoregressive moving average models of unknown order
-
Said, S. A. and Dickey, D. A. (1984) Testing for unit roots in autoregressive moving average models of unknown order, Biometrika, 71, 599-607.
-
(1984)
Biometrika
, vol.71
, pp. 599-607
-
-
Said, S.A.1
Dickey, D.A.2
-
25
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
Schwert, W. (1987) Effects of model specification on tests for unit roots in macroeconomic data, Journal of Monetary Economics, 20, 73-103.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 73-103
-
-
Schwert, W.1
-
26
-
-
51249168152
-
Exchange rate uncertainty and the efficiency of the forward market for foreign exchange
-
forthcoming
-
Zietz, J. and Homaifar, G. (1994) Exchange rate uncertainty and the efficiency of the forward market for foreign exchange, Weltwirtschaftliches Archiv (forthcoming).
-
(1994)
Weltwirtschaftliches Archiv
-
-
Zietz, J.1
Homaifar, G.2
|