Tests of rational expectations and no risk premium in forward exchange markets-Reference-Cited by-同舟云学术

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Tests of rational expectations and no risk premium in forward exchange markets

Published:1984-08 Issue:1-2 Volume:17 Page:173-184
ISSN:0022-1996
Container-title:Journal of International Economics
language:en
Short-container-title:Journal of International Economics

Author:

Hsieh David A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

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

2. A note on exchange-rate expectations and nominal interest differentials: A test of the Fisher hypothesis;Cumby;Journal of Finance,1981

3. International interest-rate and price-level linkages under flexible exchange rates: A review of recent evidence;Cumby,1983

4. Covered interest arbitrage: New measurements and empirical results;Eaker;Journal of Economics and Business,1980

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

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