Spot rates, forward rates and exchange market efficiency
- 31 August 1977
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 5 (1) , 55-65
- https://doi.org/10.1016/0304-405x(77)90029-0
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Sharing rules and equilibrium in an international capital market under uncertaintyJournal of Financial Economics, 1976
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- The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary ApproachThe Scandinavian Journal of Economics, 1976
- The Theory of Flexible Exchange Rate Regimes and Macroeconomic PolicyThe Scandinavian Journal of Economics, 1976
- Inflation Uncertainty and Expected Returns on Treasury BillsJournal of Political Economy, 1976
- Operational Aspects of the Siegel ParadoxThe Quarterly Journal of Economics, 1975
- Risk, Interest Rates and the Forward ExchangeThe Quarterly Journal of Economics, 1972