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Using survey data to test market efficiency in the foreign exchange markets
13 references·0 citing·38 second hop
Using survey data to test market efficiency in the foreign exchange markets (1992)Using survey data to test market efficien…American Economic Review (2019)American Economic ReviewTests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are foreign exchange forecasts rational? (1986)Are foreign exchange forecast…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Tests of rational expectations and no risk premium in forward exchange markets (1984)Tests of rational expectation…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Testing Rational Expectations and Efficiency in the Foreign Exchange Market (1983)Testing Rational Expectations…Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983)Risk Averse Speculation in th…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Capital mobility in the world economy: Theory and measurement (1986)Intertemporal asset pricing (1990)Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Testing for a Unit Root in Time Series Regression (1988)Determining the Number of Factors in Approximate Factor Models (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Why Does Stock Market Volatility Change Over Time? (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Oil prices and the rise and fall of the US real exchange rate (1998)Forecast comparisons in unstable environments (2010)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2019American Economic Review10,902 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models276 cited
  • 1983Testing Rational Expectations and Efficiency in the Foreign Exchange Market182 cited
  • 1986Are foreign exchange forecasts rational?177 cited
  • 1984Tests of rational expectations and no risk premium in forward exchange markets151 cited

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