FORWARD FOREIGN-EXCHANGE RATES, EXPECTED SPOT RATES, AND PREMIA - A SIGNAL-EXTRACTION APPROACH

被引：0

|

作者：

WOLFF, CCP

机构：

来源：

JOURNAL OF FINANCE | 1987年 / 42卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：395 / 406

页数：12

相关论文

共 50 条

[21] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES - REPLY
CALDERONROSSELL, JR
BENHORIM, M
JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1986, 17 (03) : 177 - 180
[22] REAL AND MONETARY SHOCKS AND RISK PREMIA IN FORWARD MARKETS FOR FOREIGN-EXCHANGE
DUTTON, J
JOURNAL OF MONEY CREDIT AND BANKING, 1993, 25 (04) : 731 - 754
[23] A MULTIVARIATE GENERALIZED ARCH APPROACH TO MODELING RISK PREMIA IN FORWARD FOREIGN-EXCHANGE RATE MARKETS
BAILLIE, RT
BOLLERSLEV, T
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1990, 9 (03) : 309 - 324
[24] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY
CORNELL, B
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 55 - 65
[25] MODELING HETEROSCEDASTICITY IN DAILY FOREIGN-EXCHANGE RATES
HSIEH, DA
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1989, 7 (03) : 307 - 317
[26] STABILITY OF PREDICTORS AND THE FORECASTING OF FOREIGN-EXCHANGE RATES
KHOURY, SJ
JOURNAL OF BUSINESS RESEARCH, 1986, 14 (01) : 37 - 46
[27] TESTS OF EXPECTED REAL PROFITS IN THE FORWARD FOREIGN-EXCHANGE MARKET
LIU, CY
ECONOMICS LETTERS, 1986, 21 (01) : 57 - 60
[28] FORECASTING FOREIGN-EXCHANGE RATES - A PEDAGOGICAL NOTE
DUFEY, G
MIRUS, R
COLUMBIA JOURNAL OF WORLD BUSINESS, 1981, 16 (02): : 53 - 61
[29] A DYMIMIC MODEL OF FORWARD FOREIGN-EXCHANGE RISK, WITH ESTIMATES FOR 3 MAJOR EXCHANGE-RATES
TAYLOR, MP
MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1988, 56 (01): : 55 - 68
[30] POLITICAL RISK AND FOREIGN-EXCHANGE RATES - AN EFFICIENT-MARKETS APPROACH
COSSET, JC
DELARIANDERIE, BD
JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1985, 16 (03) : 21 - 55

← 1 2 3 4 5 →