THE MONETARY APPROACH TO EXCHANGE-RATE IN AN EFFICIENT FOREIGN-EXCHANGE MARKET - TESTS BASED ON VOLATILITY

被引：32

作者：

HUANG, RD

机构：

来源：

关键词：

D O I：

10.2307/2327461

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：31 / 41

页数：11

共 26 条

[1] [Anonymous], 1978, EC EXCHANGE RATES SE
[2] BILSON JFO, 1978, AM ECON REV, V68, P392
[3] BILSON JFO, 1979, INT MONET FUND S PAP, V26, P201
[4] BILSON JFO, 1978, INT MONET FUND S PAP, V25, P48
[5] BOX GEP, 1970, TIME SERIES ANAL FOR
[6] CUMBY RE, 1979, EXCHANGE RATE EXPECT
[7] DORNBUSCH R, 1978, MANAGED EXCHANGE RAT, P90
[8] FAMA EF, 1976, F FINANCE
[9] CHOICE OF NUMERAIRE AND CERTAINTY PRICE IN GENERAL EQUILIBRIUM-MODELS OF PRICE UNCERTAINTY
FLEMMING, JS
TURNOVSKY, SJ
KEMP, MC
[J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 573 - 583
[10] Friedman Milton, 1953, ESSAYS POSITIVE EC