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Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments

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  • Wang, Peijie
  • Jones, Trefor

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Bibliographic Info

Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 21 (2002)
Issue (Month): 2 (April)
Pages: 223-239

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Handle: RePEc:eee:jimfin:v:21:y:2002:i:2:p:223-239

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Web page: http://www.elsevier.com/locate/inca/30443

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Cited by:
  1. Alex Luiz Ferreira, 2004. "Leaning Against the Parity," Studies in Economics 0413, Department of Economics, University of Kent.
  2. Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
  3. Sanders, Dwight R. & Manfredo, Mark R., 2005. "A Test of Forecast Consistency Using USDA Livestock Price Forecasts," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19042, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  4. Imad A. Moosa, 2004. "What Is Wrong with Market-Based Forecasting of Exchange Rates?," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 107-121, August.
  5. Robin Pope & Reinhard Selten & Sebastian Kube & J├╝rgen von Hagen, 2009. "Managed Floats to Damp Shocks like 1982-5 and 2006-9: Field and Laboratory Evidence for Chinese Interest in a Single World Currency," Bonn Econ Discussion Papers bgse26_2009, University of Bonn, Germany.
  6. Manfredo, Mark R. & Sanders, Dwight R., 2006. "Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets," 2006 Annual meeting, July 23-26, Long Beach, CA 21250, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  7. Anil Kumar Sharma & Anujit Mitra, 2007. "What Drives Forward Premia in Indian Forex Market?," Working Papers id:795, eSocialSciences.
  8. Wang, Peijie & Jones, Trefor, 2003. "The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets," Economics Letters, Elsevier, vol. 81(1), pages 81-87, October.
  9. Aroskar, Raj & Sarkar, Salil K. & Swanson, Peggy E., 2004. "European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 333-347.
  10. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.

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