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ArticleForeign exchange rates

Arthur Havenner1988

Article1988

Foreign exchange rates

Arthur Havenner · Bagher Modjtahedi

64 citations·0/0 files stored·Journal of Econometrics

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 1981The "Speculative Efficiency" Hypothesis 1980The "Speculative Efficiency" Hypothesis

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1990An evaluation of survey exchange rate forecasts 1991Multiple maturities and time-varying risk premia in forward exchange markets

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1986The ‘Efficiency’ of the London metal exchangearticle · 7 shared references 1983An Investigation of Risk and Return in Forward Foreign Exchangereport · 6 shared references 1985Returns to Speculators and the Theory of Normal Backwardationarticle · 5 shared references 2004Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approacharticle · 5 shared references 2007Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited?article · 5 shared references 1986On some international parity conditionsarticle · 5 shared references

Details

Year1988

Typearticle

Published1988-02-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations64

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0304-4076(88)90005-x

openalex_workW1518709149

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