ARE FORWARD EXCHANGE-RATES UNBIASED PREDICTORS OF FUTURE SPOT RATES

被引：0

作者：

LEVICH, RM ^{[1
]}

机构：

[1] NATL BUR ECON RES, NEW YORK, NY USA

来源：

COLUMBIA JOURNAL OF WORLD BUSINESS | 1979年 / 14卷 / 04期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：49 / 61

页数：13

共 50 条

[1] SOME ALTERNATIVE TESTS OF FORWARD EXCHANGE-RATES AS PREDICTORS OF FUTURE SPOT RATES
HUANG, RD
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1984, 3 (02) : 153 - 167
[2] FORWARD EXCHANGE-RATES AS PREDICTORS OF FUTURE SPOT RATES AND THE EFFICIENCY OF THE FOREIGN-EXCHANGE MARKET
PAPADIA, F
[J]. JOURNAL OF BANKING & FINANCE, 1981, 5 (02) : 217 - 240
[3] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
HANSEN, LP
HODRICK, RJ
[J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) : 829 - 853
[4] FORWARD AND SPOT EXCHANGE-RATES
FAMA, EF
[J]. JOURNAL OF MONETARY ECONOMICS, 1984, 14 (03) : 319 - 338
[5] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES
FAMA, EF
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) : 361 - 377
[6] ON THE INFORMATIONAL CONTENT OF SPOT AND FORWARD EXCHANGE-RATES
CHRYSTAL, KA
THORNTON, DL
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1988, 7 (03) : 321 - 330
[7] SPREAD AND VOLATILITY IN SPOT AND FORWARD EXCHANGE-RATES
LEE, TH
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1994, 13 (03) : 375 - 383
[8] Spot and forward exchange rates as predictors of future spot rates: Trends in exchange market value and the contribution of new information
Swanson P.E.
[J]. Journal of Economics and Finance, 1998, 22 (2-3) : 129 - 138
[9] A MISSPECIFICATION ANALYSIS OF THE RELATIONSHIP BETWEEN SPOT AND FORWARD EXCHANGE-RATES
GARBERS, H
[J]. EUROPEAN ECONOMIC REVIEW, 1987, 31 (07) : 1407 - 1417
[10] THE PRICING OF FORWARD EXCHANGE-RATES
LEVINE, R
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1989, 8 (02) : 163 - 179

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