INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN-EXCHANGE MARKET

被引:19
作者
BAILEY, RW
BAILLIE, RT
MCMAHON, PC
机构
来源
OXFORD ECONOMIC PAPERS-NEW SERIES | 1984年 / 36卷 / 01期
关键词
D O I
10.1093/oxfordjournals.oep.a041628
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:67 / 85
页数:19
相关论文
共 19 条
[11]   OPERATIONAL ASPECTS OF SIEGEL PARADOX [J].
MCCULLOCH, JH .
QUARTERLY JOURNAL OF ECONOMICS, 1975, 89 (01) :170-172
[12]   RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J].
MUTH, JF .
ECONOMETRICA, 1961, 29 (03) :315-335
[13]  
SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41
[14]   NOTE ON MAXIMUM LIKELIHOOD ESTIMATION OF THE RATIONAL EXPECTATIONS MODEL OF THE TERM STRUCTURE [J].
SARGENT, TJ .
JOURNAL OF MONETARY ECONOMICS, 1979, 5 (01) :133-143
[15]   RATIONAL EXPECTATIONS, ECONOMETRIC EXOGENEITY, AND CONSUMPTION [J].
SARGENT, TJ .
JOURNAL OF POLITICAL ECONOMY, 1978, 86 (04) :673-700
[16]   RISK, INTEREST RATES AND FORWARD EXCHANGE [J].
SIEGEL, JJ .
QUARTERLY JOURNAL OF ECONOMICS, 1972, 86 (02) :303-309
[17]   MACROECONOMICS AND REALITY [J].
SIMS, CA .
ECONOMETRICA, 1980, 48 (01) :1-48
[18]   ECONOMETRIC IMPLICATIONS OF THE RATIONAL-EXPECTATIONS HYPOTHESIS [J].
WALLIS, KF .
ECONOMETRICA, 1980, 48 (01) :49-73