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EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES
13 references·2 citing·38 second hop
EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES (1986)EMPIRICAL ANALYSIS ON THE PREDICTORS OF F…Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis (1984)Testing the unbiasedness hypo…Forward and spot exchange rates (1984)Forward and spot exchange rat…Floating exchange rates, expectations and new information (1983)Floating exchange rates, expe…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium (1981)Testing the Efficiency of the…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …International Economic Policy: Theory and Evidence. (1980)International Economic Policy…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…The behavior of foreign exchange markets : a critical survey of the empirical literature (1978)The behavior of foreign excha…Spot rates, forward rates and exchange market efficiency (1977)Spot rates, forward rates and…The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The Random Behavior of Flexib…The existence of uncovered interest parity in the CIS countries (2014)The existence of uncovered in…Overreaction and underreaction in the foreign exchange market (2001)Overreaction and underreactio…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Théorie de la spéculation (1900)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)The behavior of intra-daily exchange rates (1985)International Relationship Marketing: Intellectual Foundations and Avenues for Further Research (2015)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Foreign exchange market efficiency tests: Implications of recent empirical findings (1986)Econometric tests of rationality and market efficiency (1989)The Economics of Exchange Rates (2004)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Currency Hedging for International Portfolios (1993)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Short- Term Interest Rates as Predictors of Inflation (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Every minute counts in financial markets (1991)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)A paradigm shift to a new strategy for small island economies: Embracing demand side economics for value enhancement and long term economic stability (2005)Tourism as an alternative source of regional growth in Portugal: a panel data analysis at NUTS II and III levels (2007)New insights into an old issue – examining the influence of tourism on economic growth: evidence from selected small island developing states (2018)An investigation of risk and return in forward foreign exchange (1984)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1977Spot rates, forward rates and exchange market efficiency195 cited
  • 1975The Random Behavior of Flexible Exchange Rates: Implications for Forecasting145 cited
  • 1981Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium139 cited
  • 1980International Economic Policy: Theory and Evidence.101 cited
  • 1983Floating exchange rates, expectations and new information93 cited
  • 1984Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis63 cited
  • 1978The behavior of foreign exchange markets : a critical survey of the empirical literature48 cited

Cited by

  • 2001Overreaction and underreaction in the foreign exchange market45 cited
  • 2014

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The existence of uncovered interest parity in the CIS countries
21 cited