Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market-Reference-Cited by-同舟云学术

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Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market

Published:1981-06 Issue:2 Volume:5 Page:217-240
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Papadia Francesco

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. Portfolio choice and the demand for forward exchange;Adler;American Economic Review,1976

2. The microeconomics of the firm in an open economy;Adler;American Economic Review,1977

3. Exchange risk, parity relations and the relevance of hedging;Adler,1976

4. The interest parity theory: A reinterpretation;Aliber;Journal of Political Economy,1973

5. Exchange risk and corporate international finance;Aliber,1978

Cited by 10 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. Currency substitution and transactions costs;Empirical Economics;1990-09

2. Predicting currency return volatility;Journal of Banking & Finance;1989-12

3. Risk diversification characteristics of currency cocktails;Journal of Economics and Business;1988-05

4. Foreign exchange market efficiency tests: Implications of recent empirical findings;Journal of International Money and Finance;1986-06

5. STRONG FORM EFFICIENCY OF THE FOREIGN EXCHANGE MARKET AND BANK POSITIONS;Journal of Financial Research;1984-09

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