The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

W. Bradford Cornell · Jason Dietrich

152 citations0/0 files storedThe Review of Economics and Statistics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

Abstract

W. Bradford Cornell, J. Kimball Dietrich, The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates, The Review of Economics and Statistics, Vol. 60, No. 1 (Feb., 1978), pp. 111-120

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 152 citations exist upstream.

References

1977Time Series Analysis: Forecasting and Control 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1965The Behavior of Stock-Market Prices 1997The variation of certain speculative prices 1972Portfolio Theory and Capital Markets.1974An equilibrium model of the international capital market 1961Price Movements in Speculative Markets : Trends or Random Walks 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

Cited by

2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?2001An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks 1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test 2006Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market 1981Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.