✦ LIBER ✦

The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations

✍ Scribed by Jerome L. Stein

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SOME TESTS OF THE RATIONAL EXPECTATIONS

✍ Ronald Macdonald 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 751 KB

Testing for efficiency and rationality i

✍ Peijie Wang; Trefor Jones 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 153 KB

The impossibility of meaningful efficien

✍ Peijie Wang; Trefor Jones 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 264 KB

Dynamics of quote and deal prices in the

✍ Takaaki Ohnishi; Hideki Takayasu; Takatoshi Ito; Yuko Hashimoto; Tsutomu Watanab 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 456 KB

THE ROLE OF SPECULATION IN THE FORWARD E

✍ Mark P. Taylor 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 109 KB

Heterogeneous expectations and tests of

✍ Graham Elliott; Takatoshi Ito 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 209 KB