Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market
Year of publication: |
1999
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Authors: | Elliott, Graham ; Itō, Takatoshi |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 43.1999, 2, p. 435-454
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Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Schätzung | Estimation | Yen | US-Dollar | US dollar | Welt | World |
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