Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
Year of publication: |
1991
|
---|---|
Authors: | Boucher, Janice L. |
Institutions: | Federal Reserve Bank of Atlanta |
Subject: | Rational expectations (Economic theory) | Foreign exchange futures | Foreign exchange |
-
Nordstrom, Anna, (2009)
-
Isard, Peter, (2006)
-
Price discovery in the foreign currency futures and spot market
Rosenberg, Joshua V., (2006)
- More ...
-
Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis
Boucher, Janice L., (1991)
-
Boucher, Janice L., (1991)
-
Tests of long-run Purchasing Power Parity using alternative methodologies
Alston Flynn, N., (1993)
- More ...