EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES
Author:
Affiliation:
1. Drexel University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1986.tb00444.x/fullpdf
Reference15 articles.
1. Bilson , J. F. O. 1981 “The Speculative Efficiency Hypothesis.” The Journal of Business 435 451
2. “The Impact of Unexpected Macro-Disturbances on Exchange Rates in Monetary Models.”;Chiang;Quarterly Review of Economics and Business,1985a
3. Chiang , T. C. 1985b “On the Predictors of the Future Spot Rates-A Multi-Currency Analysis.”
4. “Spot Rates, Forward Rates and Exchange Market Efficiency.”;Cornell;Journal of Financial Economics,1977
5. “Floating Exchange Rates, Expectations and New Information.”;Edwards;Journal of Monetary Economics,1983
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