The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany-Reference-Cited by-同舟云学术

The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany

Published:1986-04 Issue:2 Volume:30 Page:365-381
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Gregory Allan W.,McCurdy Thomas H.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Interpreting econometric evidence of efficiency in the foreign exchange market;Bailey Ralph;Oxford Economic Papers,1984

2. Testing rational expectations and efficiency in the foreign exchange market;Baillie Richard;Econometrica,1983

3. The speculative efficiency hypothesis;Bilson;Journal of Business,1981

4. The information matrix test: Simplified calculation via a score test interpretation;Chesher;Economics Letters,1983

5. Testing for neglected heterogeneity;Chesher;Econometrica,1984

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1. Foreign exchange market efficiency during COVID-19 pandemic;International Review of Economics & Finance;2023-07

2. Covariance matrix estimators and tests of market efficiency;Journal of International Money and Finance;1997-04

3. ARCH effects and cointegration: Is the foreign exchange market efficient?;Journal of Banking & Finance;1996-05

4. Simple foreign exchange market efficiency revisited;Economics Letters;1994-11

5. International Interest Rate Linkages in the Term Structure;Journal of Money, Credit and Banking;1993-11