Further evidence on exchange rate expectations
- 28 February 1993
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 12 (1) , 78-98
- https://doi.org/10.1016/0261-5606(93)90011-y
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- Efficient Capital Markets: IIThe Journal of Finance, 1991
- Anomalies: Foreign ExchangeJournal of Economic Perspectives, 1990
- Charts, Noise and Fundamentals in the London Foreign Exchange MarketThe Economic Journal, 1990
- On the consistency of short-run and long-run exchange rate expectationsJournal of International Money and Finance, 1989
- Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey dataJournal of the Japanese and International Economies, 1987
- Are foreign exchange forecasts rational?: New evidence from survey dataEconomics Letters, 1986
- Forward and spot exchange ratesJournal of Monetary Economics, 1984
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976