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

[31] FORWARD AND SPOT EXCHANGE-RATES
FAMA, EF
JOURNAL OF MONETARY ECONOMICS, 1984, 14 (03) : 319 - 338
[32] TESTING FOR NONLINEAR DEPENDENCE IN DAILY FOREIGN-EXCHANGE RATES
HSIEH, DA
JOURNAL OF BUSINESS, 1989, 62 (03): : 339 - 368
[33] TIME-VARYING BETAS AND RISK PREMIA IN THE PRICING OF FORWARD FOREIGN-EXCHANGE CONTRACTS
MARK, NC
JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (02) : 335 - 354
[34] FOREIGN-EXCHANGE RATES - A MULTIPLE CURRENCY AND MATURITY ANALYSIS
HAVENNER, A
MODJTAHEDI, B
JOURNAL OF ECONOMETRICS, 1988, 37 (02) : 251 - 264
[35] COMPOSITE MODEL-BUILDING FOR FOREIGN-EXCHANGE RATES
GUERARD, JB
JOURNAL OF FORECASTING, 1989, 8 (03) : 315 - 329
[36] A STUDY OF DIFFUSION-PROCESSES FOR FOREIGN-EXCHANGE RATES
TUCKER, AL
SCOTT, E
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1987, 6 (04) : 465 - 478
[37] THE IMPACT OF MONETARY ANNOUNCEMENTS ON FORWARD INTEREST-RATES - MOVEMENTS IN TERM PREMIA OR EXPECTED FUTURE RATES
HUIZINGA, J
LEIDERMAN, L
ECONOMICS LETTERS, 1987, 25 (01) : 55 - 62
[38] FOREIGN-EXCHANGE FUTURES PRICES UNDER FIXED EXCHANGE-RATES
LIZONDO, JS
JOURNAL OF INTERNATIONAL ECONOMICS, 1983, 14 (1-2) : 69 - 84
[39] FOREIGN-EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE-RATES
BURT, J
KAEN, FR
BOOTH, GG
JOURNAL OF FINANCE, 1977, 32 (04): : 1325 - 1330
[40] ARE FORWARD EXCHANGE-RATES UNBIASED PREDICTORS OF FUTURE SPOT RATES
LEVICH, RM
COLUMBIA JOURNAL OF WORLD BUSINESS, 1979, 14 (04): : 49 - 61

← 1 2 3 4 5 →