Heterogeneous expectations and tests of efficiency in the yen - dollar forward exchange rate market
Year of publication: |
1998
|
---|---|
Authors: | Elliott, Graham ; Itō, Takatoshi |
Publisher: |
[La Jolla, Calif.] |
Subject: | Welt | World | US-Dollar | US dollar | Effizienzmarkthypothese | Efficient market hypothesis | Yen | Währungsderivat | Currency derivative | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory |
Extent: | 20, [13] S. : graph. Darst |
---|---|
Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Elliott, Graham, (2010)
-
Elliott, Graham, (1995)
-
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
Elliott, Graham, (1998)
- More ...
-
Elliott, Graham, (1995)
-
Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market
Elliott, Graham, (1999)
-
Estimation and testing of forecast rationality under flexible loss
Elliott, Graham, (2005)
- More ...