SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY

被引:91
作者
CORNELL, B [1 ]
机构
[1] UNIV ARIZONA,TUCSON,AZ 85721
关键词
D O I
10.1016/0304-405X(77)90029-0
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:55 / 65
页数:11
相关论文
共 13 条
[1]  
ALIBER RZ, UNPUBLISHED MANUSCRI
[2]  
CORNELL WB, TO BE PUBLISHED
[3]  
DORNBUSCH R, 1976, SCAND J ECON, V78, P255, DOI 10.2307/3439928
[4]   INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J].
FAMA, EF .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) :427-448
[5]   FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J].
FAMA, EF .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) :361-377
[6]  
FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924
[7]   SHARING RULES AND EQUILIBRIUM IN AN INTERNATIONAL CAPITAL-MARKET UNDER UNCERTAINTY [J].
GRAUER, FLA ;
LITZENBERGER, RH ;
STEHLE, RE .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) :233-256
[8]  
KOURI PJK, 1976, SCANDINAVIAN J ECONO, V78, P276
[9]   OPERATIONAL ASPECTS OF SIEGEL PARADOX [J].
MCCULLOCH, JH .
QUARTERLY JOURNAL OF ECONOMICS, 1975, 89 (01) :170-172
[10]  
MINCER J, 1969, ECONOMIC FORECASTS E