ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK-US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA†

Author:

MacDonald R.,Torrance T. S.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference27 articles.

1. “The ‘Speculative Efficiency’ Hypothesis”;Bilson;Journal of Business,1986

2. Branson , W. H. 1977 “Asset Markets and Relative Prices in Exchange Rate Determination”

3. “Exchange Rate Expectations and Nominal Interest Rates: A Test of The Fisher Hypothesis”;Cumby;Journal of Finance,1981

4. “Are Foreign Exchange Forecasts Rational? New Evidence from Survey Data”;Dominguez;International Finance Discussion Papers,1986

5. “Conditional Variance and the Risk Premium in the Foreign Exchange Market”;Domowitz;Journal of International Economics,1985

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