EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES

被引：125

作者：

WESTERFIELD, JM ^{[1
]}

机构：

[1] FED RESERVE BANK PHILADELPHIA,PHILADELPHIA,PA 19105

来源：

JOURNAL OF INTERNATIONAL ECONOMICS | 1977年 / 7卷 / 02期

关键词：

D O I：

10.1016/0022-1996(77)90030-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：181 / 200

页数：20

相关论文

共 26 条

[21] Siegel S., 1956, MANN WHITNEY U TEST
[22] EMPIRICAL STUDY OF FORWARD EXCHANGE MARKET UNDER FIXED AND FLEXIBLE EXCHANGE RATE SYSTEMS
STOLL, HR
[J]. CANADIAN JOURNAL OF ECONOMICS, 1968, 1 (01): : 55 - 78
[23] NOTE ON DISTRIBUTION OF STOCK PRICE CHANGES
TEICHMOELLER, J
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 282 - 284
[24] RANDOM WALK AND FORWARD EXCHANGE RATES - SPECTRAL ANALYSIS
UPSON, RB
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1972, 7 (04) : 1897 - 1905
[25] WESTERFIELD J, 1974, THESIS U PENNSYLVANI
[26] WISE J, 1963, OCT BERK STANF MATH