FOREIGN-EXCHANGE MARKET-EFFICIENCY TESTS - IMPLICATIONS OF RECENT EMPIRICAL-FINDINGS

被引：45

作者：

BOOTHE, P ^{[1
]}

LONGWORTH, D ^{[1
]}

机构：

[1] BANK CANADA,INT DEPT,OTTAWA K1A 0G9,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1016/0261-5606(86)90038-0

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：135 / 152

页数：18

共 79 条

[21]

DOOLEY MP, 1976, 76 US BOARD GOV FED

[22] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].

DORNBUSCH, R .

[23]

DORNBUSCH R, 1982, Z WIRTSCHAFTS SOZIAL, V102, P573

[24]

EDWARDS S, 1983, J INT MONEY FINANCE, V3, P123

[25]

Edwards S., 1982, J INT MONEY FINANC, V1, P211

[26] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[27] FORWARD AND SPOT EXCHANGE-RATES [J].

FAMA, EF .

[28] MARKET EFFICIENCY IN A MARKET WITH HETEROGENEOUS INFORMATION [J].

FIGLEWSKI, S .

[29] MARKET FUNDAMENTALS VERSUS PRICE-LEVEL BUBBLES - THE 1ST TESTS [J].

FLOOD, RP ;

GARBER, PM .

[30]

Frankel J.A., 1982, J INT MONEY FINANC, V1, P255