Stochastic prices and tests of efficiency of foreign exchange markets-Reference-Cited by-同舟云学术

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Stochastic prices and tests of efficiency of foreign exchange markets

Published:1980-01 Issue:2 Volume:6 Page:165-170
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Frenkel Jacob A.,Razin Assaf

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. Money, bonds, and foreign exchange;Fama;American Economic Review,1979

2. Diversifiability of exchange risk;Frankel;Journal of International Economics,1979

3. The forward exchange rate, expectations and the demand for money: The German hyperinflation;Frenkel;American Economic Review,1977

4. Flexible exchange rates, prices and the role of ‘news’: Lessons from the 1970's;Frenkel;Journal of Political Economy,1981

5. Expectations and the foreign exchange market;Hakkio,1979

Cited by 55 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. COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA;Oxford Bulletin of Economics and Statistics;2009-05-01

2. Testing the risk premium and cost-of-carry hypotheses for currency futures contracts;Applied Financial Economics;2000-06

3. Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors;Journal of International Money and Finance;1997-04

4. The forward discount anomaly and the risk premium: A survey of recent evidence;Journal of Empirical Finance;1996-06

5. Zinsparitätentheorie;Monetäre Modelle der Wechselkurserklärung;1996

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