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Testing the Unbiased Forward R...
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31
Time-varying volatility and foreign exchange risk : an empirical study
Attanasio, Orazio P.
- In:
Journal of foreign exchange and international finance : …
4
(
1990
)
4
,
pp. 325-334
Persistent link: https://www.econbiz.de/10001111568
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32
Efficienza ed equilibrio su mercati "futures" e "spot" : una analisi empirica
Moro, Daniele
- In:
Rivista internazionale di scienze sociali
98
(
1991
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001115370
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33
Market efficiency and cointegration tests for foreign currency futures markets
Chan, Kam C.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 79-89
Persistent link: https://www.econbiz.de/10001127305
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34
Cointegration analysis, error correction models and foreign exchange market efficiency
Leachman, Lori L.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001127307
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35
Cointegration and the unbiased efficiency of the forward exchange rate
Cifarelli, Giulio
- In:
Best papers proceedings
1
(
1991
)
2
,
pp. 40-44
Persistent link: https://www.econbiz.de/10001128300
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36
Efficiency in currency futures markets : Sure vs. FIML estimates
Avsar, Serdar A.
- In:
The economic record : er
(
1992
),
pp. 130-134
Persistent link: https://www.econbiz.de/10001130515
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37
Interrelationship between actual and implied interest rates : empirical evidence from Hong Kong
Tang, Gordon Y. N.
- In:
Finance India : the quarterly journal of Indian …
6
(
1992
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001132067
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38
Testing for the presence of time-varying risk premium using a mean-conditional-variance optimization model
Ngama, Yerima Lawan
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10001161696
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39
Tests of unbiasedness in the foreign exchange futures markets : an examination of price limits and conditional heteroscedasticity
Kodres, Laura E.
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 463-490
Persistent link: https://www.econbiz.de/10001147955
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40
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
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