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Patrick C. McMahon · Study
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Author
Patrick C. McMahon
9 works
· latest 1997
· 2 institutions
cluster: provisional
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9
Citations
774
Works here
9
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Most cited in this library
The Foreign Exchange Market: Theory and Econometric Evidence.
1990 · 197 citations
Long-run purchasing power parity in the 1920s
1988 · 189 citations
Testing Rational Expectations and Efficiency in the Foreign Exchange Market
1983 · 182 citations
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
1996 · 70 citations
INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN EXCHANGE MARKET
1984 · 37 citations
Works
9 shown
Why Does the Spot-Forward Discount Fail to Predict Changes in Future Spot Rates?
International Journal of Finance & Economics
·
1997
·
3 authors
18
citations
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Journal of Applied Econometrics
·
1996
·
2 authors
70
citations
Forward exchange rates and expectations during the 1920s: A re-examination of the evidence
Journal of International Money and Finance
·
1994
·
2 authors
34
citations
Testing for unit roots with very high frequency spot exchange rate data
Journal of Macroeconomics
·
1993
·
3 authors
19
citations
DOES THE FORWARD PREMIUM/DISCOUNT HELP TO PREDICT THE FUTURE CHANGE IN THE EXCHANGE RATE?
Scottish Journal of Political Economy
·
1992
·
3 authors
28
citations
The Foreign Exchange Market: Theory and Econometric Evidence.
Economica
·
1990
·
3 authors
197
citations
Long-run purchasing power parity in the 1920s
European Economic Review
·
1988
·
2 authors
189
citations
INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN EXCHANGE MARKET
Oxford Economic Papers
·
1984
·
2 authors
37
citations
Testing Rational Expectations and Efficiency in the Foreign Exchange Market
Econometrica
·
1983
·
3 authors
182
citations