The ‘Efficiency’ of the London metal exchange
- 1 December 1986
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 10 (4) , 575-593
- https://doi.org/10.1016/s0378-4266(86)80006-1
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Efficiency of commodity futures: A vector autoregression analysisJournal of Futures Markets, 1985
- Futures market efficiency and the time content of the information setsJournal of Futures Markets, 1983
- Testing Rational Expectations and Efficiency in the Foreign Exchange MarketEconometrica, 1983
- Rationality, specification tests, and macroeconomic modelsJournal of Econometrics, 1983
- Exchange rate variability and monetary policy under rational expectationsJournal of Monetary Economics, 1983
- Expectations and the Forward Exchange RateInternational Economic Review, 1981
- The "Speculative Efficiency" HypothesisThe Journal of Business, 1981
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- Tests of Rational Expectations in the Forward Exchange MarketSouthern Economic Journal, 1980
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series ModelsJournal of the American Statistical Association, 1970