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FOREIGN-CURRENCY FUTURES AND MONETARY-POLICY ANNOUNCEMENTS - AN INTERVENTION ANALYSIS
被引:4
作者
:
DOUKAS, J
论文数:
0
引用数:
0
h-index:
0
DOUKAS, J
RAHMAN, A
论文数:
0
引用数:
0
h-index:
0
RAHMAN, A
机构
:
来源
:
JOURNAL OF FUTURES MARKETS
|
1986年
/ 6卷
/ 03期
关键词
:
D O I
:
10.1002/fut.3990060302
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:343 / 373
页数:31
相关论文
共 42 条
[1]
AN INTEGRATED VIEW OF TESTS OF RATIONALITY, MARKET-EFFICIENCY AND THE SHORT-RUN NEUTRALITY OF MONETARY-POLICY
ABEL, AB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
ABEL, AB
MISHKIN, FS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MISHKIN, FS
[J].
JOURNAL OF MONETARY ECONOMICS,
1983,
11
(01)
: 3
-
24
[2]
ANDERSON R, 1982, CSFM33 COL U WORK PA
[3]
EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS
BALL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
BALL, R
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
BROWN, P
[J].
JOURNAL OF ACCOUNTING RESEARCH,
1968,
6
(02)
: 159
-
178
[4]
DISCOUNT RATE CHANGES AND THE FOREIGN-EXCHANGE MARKET
BATTEN, DS
论文数:
0
引用数:
0
h-index:
0
BATTEN, DS
THORNTON, DL
论文数:
0
引用数:
0
h-index:
0
THORNTON, DL
[J].
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1984,
3
(03)
: 279
-
292
[5]
PRICING OF COMMODITY CONTRACTS
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
: 167
-
179
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[7]
INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
BOX, GEP
TIAO, GC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
TIAO, GC
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1975,
70
(349)
: 70
-
79
[8]
BOX GEP, 1970, TIME SERIES ANAL FOR
[9]
BROWN KH, 1979, 144 BOARD GOV FED RE
[10]
USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 3
-
31
←
1
2
3
4
5
→
共 42 条
[1]
AN INTEGRATED VIEW OF TESTS OF RATIONALITY, MARKET-EFFICIENCY AND THE SHORT-RUN NEUTRALITY OF MONETARY-POLICY
ABEL, AB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
ABEL, AB
MISHKIN, FS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MISHKIN, FS
[J].
JOURNAL OF MONETARY ECONOMICS,
1983,
11
(01)
: 3
-
24
[2]
ANDERSON R, 1982, CSFM33 COL U WORK PA
[3]
EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS
BALL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
BALL, R
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
BROWN, P
[J].
JOURNAL OF ACCOUNTING RESEARCH,
1968,
6
(02)
: 159
-
178
[4]
DISCOUNT RATE CHANGES AND THE FOREIGN-EXCHANGE MARKET
BATTEN, DS
论文数:
0
引用数:
0
h-index:
0
BATTEN, DS
THORNTON, DL
论文数:
0
引用数:
0
h-index:
0
THORNTON, DL
[J].
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1984,
3
(03)
: 279
-
292
[5]
PRICING OF COMMODITY CONTRACTS
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
: 167
-
179
[6]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[7]
INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS
BOX, GEP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
BOX, GEP
TIAO, GC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI 53706
TIAO, GC
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1975,
70
(349)
: 70
-
79
[8]
BOX GEP, 1970, TIME SERIES ANAL FOR
[9]
BROWN KH, 1979, 144 BOARD GOV FED RE
[10]
USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 3
-
31
←
1
2
3
4
5
→