Author:
Baillie Richard T.,McMahon Patrick C.
Subject
Economics and Econometrics
Reference14 articles.
1. Testing Rational Expectations and Efficiency in the Foreign Exchange Market;Baillie;Econometrica,1983
2. Efficient Estimation of Vector Autoregressions under the Rational Expectations Efficient Market Hypothesis;Baillie;University of Birmingham Discussion Paper,1983
3. The Speculative Efficiency Hypothesis;Bilson;Journal of Business,1981
4. Spot Rates, Forward Rates and Exchange Market Efficiency;Cornell;Journal of Financial Economics,1977
5. In Search of the Exchange Risk Premium: a Six Currency Test Assuming Mean-Variance Optimization;Frankel;Journal of International Money and Finance,1982
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