Using survey data to test market efficiency in the foreign exchange markets
- 1 June 1992
- journal article
- research article
- Published by Springer Nature in Empirical Economics
- Vol. 17 (2) , 303-314
- https://doi.org/10.1007/bf01206289
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Tests for Unit Roots: A Monte Carlo InvestigationJournal of Business & Economic Statistics, 1989
- Market efficiency and cointegration: an application to the sterling and deutschemark exchange marketsJournal of International Money and Finance, 1989
- Forward Discount Bias: Is it an Exchange Risk Premium?The Quarterly Journal of Economics, 1989
- Comparing Futures and Survey Forecasts of Near-Term Treasury Bill RatesPublished by Federal Reserve Bank of St. Louis ,1989
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Are foreign exchange forecasts rational?: New evidence from survey dataEconomics Letters, 1986
- Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate ExpectationsPublished by National Bureau of Economic Research ,1985
- Tests of rational expectations and no risk premium in forward exchange marketsJournal of International Economics, 1984
- Testing Rational Expectations and Efficiency in the Foreign Exchange MarketEconometrica, 1983
- Some properties of time series data and their use in econometric model specificationJournal of Econometrics, 1981