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Journal of Applied Econometrics

Volumn 11, Issue 1, 1996, Pages 1-22

Robust tests of forward exchange market efficiency with empirical evidence from the 1920s

(3) Phillips, Peter C B a McFarland, James W b McMahon, Patrick C c

a YALE UNIVERSITY (United States)

b TULANE UNIVERSITY (United States)

c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21344432284 PISSN: 08837252 EISSN: None Source Type: Journal
DOI: 10.1002/(SICI)1099-1255(199601)11:1<1::AID-JAE367>3.0.CO;2-Q Document Type: Article

Times cited : (46)

References (11)

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- The message in daily exchange rates: A conditional variance tale
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- Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920's foreign exchange
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