Foreign exchange market efficiency tests: Implications of recent empirical findings-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Foreign exchange market efficiency tests: Implications of recent empirical findings

Published:1986-06 Issue:2 Volume:5 Page:135-152
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Boothe Paul,Longworth David

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference79 articles.

1. Interpreting Econometric Evidence of Efficiency in the Foreign Exchange Market;Bailey;Oxford Economic Papers,1984

2. Testing Rational Expectations and Efficiency in the Foreign Exchange Market;Baillie;Econometrica,1983

3. Some Joint Tests of Market Efficiency: The Case of the Forward Premium;Baillie,1984

4. The “Speculative Efficiency” Hypothesis;Bilson;Journal of Business,1981

5. Profitability and Stability in International Currency Markets;Bilson;NBER Working Paper No. 664,1981

Cited by 78 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. Ukrainian hryvnia under the floating exchange rate regime: diagnostics of the USD/UAH exchange rate dynamics;Banks and Bank Systems;2020-09-18

2. A novel market efficiency index for energy futures and their term structure risk premiums;Energy Economics;2019-01

3. Foreign Exchange Risk and Forecasting;International Money and Finance;2017

4. Corruption, Carry Trades, and the Cross Section of Currency Returns;SSRN Electronic Journal;2017

5. The central bank in market efficiency: The case of Taiwan;Pacific-Basin Finance Journal;2014-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP