SOME JOINT TESTS OF THE EFFICIENCY OF MARKETS FOR FORWARD FOREIGN-EXCHANGE

被引：83

作者：

GEWEKE, J

FEIGE, E

机构：

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1979年 / 61卷 / 03期

关键词：

D O I：

10.2307/1926062

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：334 / 341

页数：8

共 10 条

[1]

CAVES D, UNPUBLISHED

[2] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J].

CORNELL, B .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) :55-65

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

FAMA, EF .

JOURNAL OF FINANCE, 1970, 25 (02) :383-423

[4] TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS [J].

FRENKEL, JA ;

LEVICH, RM .

JOURNAL OF POLITICAL ECONOMY, 1977, 85 (06) :1209-1226

[5] FORECASTS OF FUTURE PRICES, UNBIASED MARKETS, AND MARTINGALE MODELS [J].

MANDELBROT, B .

JOURNAL OF BUSINESS, 1966, 39 (01) :242-255

[6]

POOLE W, 1976, BROOKINGS PAP ECO AC, P463

[7] PURE FOREIGN-EXCHANGE ASSET PRICING MODEL [J].

ROLL, R ;

SOLNIK, B .

JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) :161-179

[8] VARIABILITY OF FUTURES PRICES [J].

RUTLEDGE, DJS .

REVIEW OF ECONOMICS AND STATISTICS, 1976, 58 (01) :118-120

[9] IS REAL-WORLD PRICE A TALE TOLD BY IDIOT OF CHANCE [J].

SAMUELSON, PA .

REVIEW OF ECONOMICS AND STATISTICS, 1976, 58 (01) :120-123

[10]

SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41

← 1 →