THE IMPACT OF DATA ERRORS ON MEASUREMENT OF THE FOREIGN-EXCHANGE RISK PREMIUM

被引：23

作者：

CORNELL, B

机构：

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1989年 / 8卷 / 01期

关键词：

D O I：

10.1016/0261-5606(89)90020-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：147 / 157

页数：11

相关论文

共 11 条

[1] FORWARD AND SPOT EXCHANGE-RATES
FAMA, EF
[J]. JOURNAL OF MONETARY ECONOMICS, 1984, 14 (03) : 319 - 338
[2] TESTING THE UNBIASEDNESS HYPOTHESIS IN THE FORWARD FOREIGN-EXCHANGE MARKET - A SPECIFICATION ANALYSIS
GREGORY, AW
MCCURDY, TH
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1984, 3 (03) : 357 - 368
[3] THE UNBIASEDNESS HYPOTHESIS IN THE FORWARD FOREIGN-EXCHANGE MARKET - A SPECIFICATION ANALYSIS WITH APPLICATION TO FRANCE, ITALY, JAPAN, THE UNITED-KINGDOM AND WEST-GERMANY
GREGORY, AW
MCCURDY, TH
[J]. EUROPEAN ECONOMIC REVIEW, 1986, 30 (02) : 365 - 381
[4] Hansen L.P., 1983, EXCHANGE RATES INT E
[5] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
HANSEN, LP
HODRICK, RJ
[J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853
[6] AN INVESTIGATION OF RISK AND RETURN IN FORWARD FOREIGN-EXCHANGE
HODRICK, RJ
SRIVASTAVA, S
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1984, 3 (01) : 5 - 29
[7] HODRICK RJ, 1985, FOREIGN CURRENCY FUT
[8] HSIEH DA, 1984, TESTS RATIONAL EXPEC
[9] THE PRICING OF FORWARD CONTRACTS FOR FOREIGN-EXCHANGE
KORAJCZYK, RA
[J]. JOURNAL OF POLITICAL ECONOMY, 1985, 93 (02) : 346 - 368
[10] ASSET PRICES IN AN EXCHANGE ECONOMY
LUCAS, RE
[J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445