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The Random Behavior of Flexible Exchange Rates: Implications for Forecasting
8 references·16 citing·38 second hop
The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The Random Behavior of Flexible Exchange …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models (1966)Forecasts of Future Prices, U…Forecasting Sales by Exponentially Weighted Moving Averages (1960)Forecasting Sales by Exponent…The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market (1959)The Theory of Forward Exchang…Théorie de la spéculation (1900)Théorie de la spéculationInternational Relationship Marketing: Intellectual Foundations and Avenues for Further Research (2015)International Relationship Ma…The structure of JIBS's social network and the relevance of intra-country variation: A typology for future research (2009)The structure of JIBS's socia…Supply Contracts, Profit Sharing, Switching, and Reaction Options (2004)Supply Contracts, Profit Shar…Some evidence of random walk behavior of Euro exchange rates using ranks and signs (2004)Some evidence of random walk …The behavior of intra-daily exchange rates (1985)The behavior of intra-daily e…Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Chapter 19 Empirical studies …Chapter 14 Asset markets, exchange rates and the balance of payments (1985)Chapter 14 Asset markets, exc…RANK TESTS FOR SERIAL DEPENDENCE (1981)RANK TESTS FOR SERIAL DEPENDE…Management of Foreign Exchange Risk: A Review Article (1981)Management of Foreign Exchang…Internalization Theory and Corporate International Finance (1980)Internalization Theory and Co…Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy (1979)Foreign Exchange Rate Forecas…Speculative behavior of foreign exchange rates during the current float (1978)Speculative behavior of forei…PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK (1978)PORTFOLIO THEORY AND THE PROB…Empirical Properties of Foreign Exchange Rates (1978)Empirical Properties of Forei…The Empirical Evidence on the Monetary Approach to the Balance of Payments and Exchange Rates (1976)The Empirical Evidence on the…Exchange Rate Stability and Managed Floating: The Experience of the Federal Republic of Germany (Stabilite du taux de change et flottement dirige: l'experience de l'Allemagne federale) (La estabilidad de los tipos de cambio y la flotacion dirigida: La experiencia alemana) (1976)Exchange Rate Stability and M…A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)Information and Competitive Price Systems (1976)Empirical exchange rate models of the seventies (1983)An Unbiased Measure of Realized Variance (2004)Variation, Jumps, Market Frictions and High Frequency Data in Financial Econometrics (2005)Volatility forecasting and microstructure noise (2010)The Behavior of Stock-Market Prices (1965)On the Distribution of Stock Price Differences (1967)The Random Character of Stock Market Prices (1968)Long-term dependence in common stock returns (1977)Orange Juice and Weather (1984)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! 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this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1960Forecasting Sales by Exponentially Weighted Moving Averages2,117 cited
  • 1966Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models440 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1971Predictability of Stock Market Prices.247 cited
  • 1959The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market114 cited

Cited by

  • 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
  • 1985The behavior of intra-daily exchange rates102 cited
  • 2015International Relationship Marketing: Intellectual Foundations and Avenues for Further Research98 cited
  • 2004Some evidence of random walk behavior of Euro exchange rates using ranks and signs94 cited
  • 1978Empirical Properties of Foreign Exchange Rates92 cited
  • 1976Exchange Rate Stability and Managed Floating: The Experience of the Federal Republic of Germany (Stabilite du taux de change et flottement dirige: l'experience de l'Allemagne federale) (La estabilidad de los tipos de cambio y la flotacion dirigida: La experiencia alemana)

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91 cited
  • 1976The Empirical Evidence on the Monetary Approach to the Balance of Payments and Exchange Rates83 cited
  • 2004Supply Contracts, Profit Sharing, Switching, and Reaction Options81 cited
  • 1985Chapter 14 Asset markets, exchange rates and the balance of payments76 cited
  • 1979Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy76 cited
  • 1981RANK TESTS FOR SERIAL DEPENDENCE75 cited
  • 1981Management of Foreign Exchange Risk: A Review Article67 cited
  • 1978PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK65 cited
  • 2009The structure of JIBS's social network and the relevance of intra-country variation: A typology for future research62 cited
  • 1980Internalization Theory and Corporate International Finance57 cited
  • 1978Speculative behavior of foreign exchange rates during the current float55 cited