Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market
- 1 June 1981
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 5 (2) , 217-240
- https://doi.org/10.1016/0378-4266(81)90045-5
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- Some Joint Tests of the Efficiency of Markets for Forward Foreign ExchangeThe Review of Economics and Statistics, 1979
- Spot rates, forward rates and exchange market efficiencyJournal of Financial Economics, 1977
- The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational ExpectationsThe Review of Economics and Statistics, 1977
- An Integrated Theory of Exchange Rate EquilibriumJournal of Financial and Quantitative Analysis, 1976
- Sharing rules and equilibrium in an international capital market under uncertaintyJournal of Financial Economics, 1976
- Is Real-World Price a Tale Told by the Idiot of Chance?The Review of Economics and Statistics, 1976
- Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange MarketsJournal of Financial and Quantitative Analysis, 1975
- Stabilization of the Canadian Dollar: 1952-1960Econometrica, 1973
- Interest Rates on Monetary Assets and Commodity Price Index ChangesThe Journal of Finance, 1972
- Causes of Deviation from Interest-Rate Parity: CommentJournal of Money, Credit and Banking, 1972