The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany
- 1 April 1986
- journal article
- research article
- Published by Elsevier in European Economic Review
- Vol. 30 (2) , 365-381
- https://doi.org/10.1016/0014-2921(86)90049-8
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Conditional variance and the risk premium in the foreign exchange marketJournal of International Economics, 1985
- Small-Sample Properties of ARCH Estimators and TestsCanadian Journal of Economics/Revue canadienne d'économique, 1985
- The Interpretation of Test StatisticsCanadian Journal of Economics/Revue canadienne d'économique, 1985
- Testing for Neglected HeterogeneityEconometrica, 1984
- INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN EXCHANGE MARKETOxford Economic Papers, 1984
- Testing Rational Expectations and Efficiency in the Foreign Exchange MarketEconometrica, 1983
- The information matrix testEconomics Letters, 1983
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- The "Speculative Efficiency" HypothesisThe Journal of Business, 1981
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent VariablesEconometrica, 1978