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EMPIRICAL-ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES
被引:7
作者
:
CHIANG, TC
论文数:
0
引用数:
0
h-index:
0
CHIANG, TC
机构
:
来源
:
JOURNAL OF FINANCIAL RESEARCH
|
1986年
/ 9卷
/ 02期
关键词
:
D O I
:
10.1111/j.1475-6803.1986.tb00444.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:153 / 162
页数:10
相关论文
共 15 条
[1]
THE SPECULATIVE EFFICIENCY HYPOTHESIS
BILSON, JFO
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
BILSON, JFO
[J].
JOURNAL OF BUSINESS,
1981,
54
(03)
: 435
-
451
[2]
CHIANG TC, 1985, Q REV ECON BUS, V25, P49
[3]
CHIANG TC, 1985, APR E FIN ASS M WILL
[4]
SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(01)
: 55
-
65
[5]
FLOATING EXCHANGE-RATES, EXPECTATIONS AND NEW INFORMATION
EDWARDS, S
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
NATL BUR ECON RES,CAMBRIDGE,MA 02138
EDWARDS, S
[J].
JOURNAL OF MONETARY ECONOMICS,
1983,
11
(03)
: 321
-
336
[6]
FORWARD AND SPOT EXCHANGE-RATES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF MONETARY ECONOMICS,
1984,
14
(03)
: 319
-
338
[7]
GIDDY IH, 1975, J INT BUS STUD, V6, P1
[8]
TESTING THE UNBIASEDNESS HYPOTHESIS IN THE FORWARD FOREIGN-EXCHANGE MARKET - A SPECIFICATION ANALYSIS
GREGORY, AW
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
GREGORY, AW
MCCURDY, TH
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
MCCURDY, TH
[J].
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1984,
3
(03)
: 357
-
368
[9]
FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
HANSEN, LP
论文数:
0
引用数:
0
h-index:
0
HANSEN, LP
HODRICK, RJ
论文数:
0
引用数:
0
h-index:
0
HODRICK, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1980,
88
(05)
: 829
-
853
[10]
KOHLHAGEN SW, 1978, BEHAVIOR FOREIGN EXC
←
1
2
→
共 15 条
[1]
THE SPECULATIVE EFFICIENCY HYPOTHESIS
BILSON, JFO
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
BILSON, JFO
[J].
JOURNAL OF BUSINESS,
1981,
54
(03)
: 435
-
451
[2]
CHIANG TC, 1985, Q REV ECON BUS, V25, P49
[3]
CHIANG TC, 1985, APR E FIN ASS M WILL
[4]
SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ARIZONA,TUCSON,AZ 85721
UNIV ARIZONA,TUCSON,AZ 85721
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(01)
: 55
-
65
[5]
FLOATING EXCHANGE-RATES, EXPECTATIONS AND NEW INFORMATION
EDWARDS, S
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
NATL BUR ECON RES,CAMBRIDGE,MA 02138
EDWARDS, S
[J].
JOURNAL OF MONETARY ECONOMICS,
1983,
11
(03)
: 321
-
336
[6]
FORWARD AND SPOT EXCHANGE-RATES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF MONETARY ECONOMICS,
1984,
14
(03)
: 319
-
338
[7]
GIDDY IH, 1975, J INT BUS STUD, V6, P1
[8]
TESTING THE UNBIASEDNESS HYPOTHESIS IN THE FORWARD FOREIGN-EXCHANGE MARKET - A SPECIFICATION ANALYSIS
GREGORY, AW
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
GREGORY, AW
MCCURDY, TH
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
MCCURDY, TH
[J].
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1984,
3
(03)
: 357
-
368
[9]
FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
HANSEN, LP
论文数:
0
引用数:
0
h-index:
0
HANSEN, LP
HODRICK, RJ
论文数:
0
引用数:
0
h-index:
0
HODRICK, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1980,
88
(05)
: 829
-
853
[10]
KOHLHAGEN SW, 1978, BEHAVIOR FOREIGN EXC
←
1
2
→