SPOT AND FORWARD RATES IN A STOCHASTIC-MODEL OF THE FOREIGN-EXCHANGE MARKET

被引：7

作者：

DRISKILL, R ^{[1
]}

MCCAFFERTY, S ^{[1
]}

机构：

[1] OHIO STATE UNIV, COLUMBUS, OH 43210 USA

来源：

JOURNAL OF INTERNATIONAL ECONOMICS | 1982年 / 12卷 / 3-4期

关键词：

D O I：

10.1016/0022-1996(82)90043-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：313 / 331

页数：19

共 50 条

[1] 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
[2] THE FORWARD MARKET IN FOREIGN-EXCHANGE - BROWN,B
MACDONALD, R
[J]. MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1983, 51 (03): : 295 - 296
[3] FORWARD FOREIGN-EXCHANGE RATES, EXPECTED SPOT RATES, AND PREMIA - A SIGNAL-EXTRACTION APPROACH
WOLFF, CCP
[J]. JOURNAL OF FINANCE, 1987, 42 (02): : 395 - 406
[4] THE DYNAMICS OF SPOT AND FORWARD PRICES IN AN EFFICIENT FOREIGN-EXCHANGE MARKET WITH RATIONAL-EXPECTATIONS
STEIN, JL
[J]. AMERICAN ECONOMIC REVIEW, 1980, 70 (04): : 565 - 583
[5] FORWARD FOREIGN-EXCHANGE RATES AND RISK PREMIA - A REAPPRAISAL
POPE, PF
PEEL, DA
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1991, 10 (03) : 443 - 456
[6] A MODEL OF THE SPOT AND FUTURE FOREIGN-EXCHANGE MARKETS
FREVERT, P
[J]. ECONOMETRICA, 1964, 32 (04) : 682 - 682
[7] EXCHANGE-RATE UNCERTAINTY AND THE EFFICIENCY OF THE FORWARD MARKET FOR FOREIGN-EXCHANGE
ZIETZ, J
HOMAIFAR, G
[J]. WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1994, 130 (03): : 461 - 475
[8] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY
CORNELL, B
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 55 - 65
[9] The Foreign-Exchange Market
不详
[J]. JOURNAL OF POLITICAL ECONOMY, 1927, 35 (02) : 320 - 320
[10] A DYMIMIC MODEL OF FORWARD FOREIGN-EXCHANGE RISK, WITH ESTIMATES FOR 3 MAJOR EXCHANGE-RATES
TAYLOR, MP
[J]. MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1988, 56 (01): : 55 - 68

← 1 2 3 4 5 →