Some alternative tests of forward exchange rates as predictors of future spot rates
- 31 August 1984
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 3 (2) , 153-167
- https://doi.org/10.1016/0261-5606(84)90003-2
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- In search of the exchange risk premium: A six-currency test assuming mean-variance optimizationJournal of International Money and Finance, 1982
- A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher HypothesisThe Journal of Finance, 1981
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- Some Joint Tests of the Efficiency of Markets for Forward Foreign ExchangeThe Review of Economics and Statistics, 1979
- Recent Developments in Monetary Models of Exchange Rate Determination (Evolution recente des modeles monetaires de determination des taux de change) (Progreso reciente en el campo de los modelos monetarios para la determinacion del tipo de cambio)Staff Papers, 1979
- Spot rates, forward rates and exchange market efficiencyJournal of Financial Economics, 1977
- Sharing rules and equilibrium in an international capital market under uncertaintyJournal of Financial Economics, 1976
- The Random Behavior of Flexible Exchange Rates: Implications for ForecastingJournal of International Business Studies, 1975
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated DisturbanceThe Annals of Mathematical Statistics, 1954