Are foreign exchange forecasts rational?: New evidence from survey data

This publication has 7 references indexed in Scilit:

• Tests of rational expectations and no risk premium in forward exchange markets
  Journal of International Economics, 1984
• Large Sample Properties of Generalized Method of Moments Estimators
  Econometrica, 1982
• Expectations and the Forward Exchange Rate
  International Economic Review, 1981
• A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis
  The Journal of Finance, 1981
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
  Journal of Political Economy, 1980
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
  Journal of the American Statistical Association, 1962
• Rational Expectations and the Theory of Price Movements
  Econometrica, 1961