The random walk versus unbiased efficiency: can we separate the wheat from the chaff?-Reference-Cited by-同舟云学术

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The random walk versus unbiased efficiency: can we separate the wheat from the chaff?

Published:2015-10-20 Issue:2 Volume:38 Page:251-279
ISSN:0160-3477
Container-title:Journal of Post Keynesian Economics
language:en
Short-container-title:Journal of Post Keynesian Economics

Author:

Moosa Imad A.

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/01603477.2015.1078734

Reference58 articles.

1. Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction

2. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests

3. Advertising and Aggregate Consumption: An Analysis of Causality

4. Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff

5. A Rational Route to Randomness

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Why does uncovered interest parity fail empirically?;International Review of Financial Analysis;2024-10

2. Random walk and modelling stock return;International Journal of Research in Business and Social Science (2147- 4478);2023-05-06

3. Covered interest parity: The untestable hypothesis;Journal of Post Keynesian Economics;2017-10-02

4. Review of exchange-rate theories in four leading economics textbooks;European Journal of Economics and Economic Policies: Intervention;2017-04

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