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Forward exchange rates and exp...
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1
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Saved in:
2
Financial integration in the 1920s : a cointegration approach
Darbar, Salim M.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
129
(
1993
)
4
,
pp. 675-688
Persistent link: https://www.econbiz.de/10001159339
Saved in:
3
Does the forward premium discount help to predict the future change in the exchange rate?
Goodhart, Charles A. E.
- In:
Scottish journal of political economy : the journal of …
39
(
1992
)
2
,
pp. 129-140
Persistent link: https://www.econbiz.de/10001124318
Saved in:
4
Testing for unit roots with very high frequency spot exchange rate data
Goodhart, Charles A. E.
- In:
Journal of macroeconomics
15
(
1993
)
3
,
pp. 423-438
Persistent link: https://www.econbiz.de/10001147777
Saved in:
5
Why does the spot-forward discount fail to predict changes in future spot rates?
Goodhart, Charles A. E.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
2
,
pp. 121-129
Persistent link: https://www.econbiz.de/10001227652
Saved in:
6
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
Saved in:
7
The foreign exchange market : theory and econometric evidence
Baillie, Richard
;
McMahon, Patrick C.
-
1989
Persistent link: https://www.econbiz.de/10000769586
Saved in:
8
Savings and investment in the United Kingdom and West Germany
Samuels, John M.
;
Samuels, John Malcolm
;
McMahon, Patrick C.
-
1978
Persistent link: https://www.econbiz.de/10000539806
Saved in:
9
Taux de change et mesure du risque : une étude empirique
McMahon, Patrick C.
- In:
Théorie économique et crises des marchés financiers …
,
(pp. 153-177)
.
1989
Persistent link: https://www.econbiz.de/10001274276
Saved in:
10
Contrastación de la hipótesis de las expectativas eficientes no sesgadas en el mercado a futuros de divisas y cuantificación de los efectos de la nueva información
Baillie, Richard
- In:
Información comercial española : ICE : revista de …
639
(
1986
),
pp. 91-100
Persistent link: https://www.econbiz.de/10001267582
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