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The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations

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  • McCallum, Bennett T

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  • McCallum, Bennett T, 1977. "The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations," The Review of Economics and Statistics, MIT Press, vol. 59(2), pages 145-151, May.
    • Handle: RePEc:tpr:restat:v:59:y:1977:i:2:p:145-51
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    Cited by:

    1. Philippe Callier, 1981. "Covered arbitrage margin and transaction costs," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(2), pages 262-275, June.
    2. Peter B. Kenen, 1985. "Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 654-666, September.
    3. Imad Moosa & Razzaque Bhatti, 1997. "Does speculation play any role in determining the forward exchange rate?," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 611-617.
    4. Costas Karfakis, 2008. "What Determines the Forward Exchange Rate of the Euro?," Discussion Paper Series 2008_02, Department of Economics, University of Macedonia, revised Feb 2008.
    5. Awan, Obaid A., 2019. "Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour," Journal of Commodity Markets, Elsevier, vol. 16(C).
    6. G.W. Harrison, 1982. "On the Limited-Information Estimation of Rational Expectations Models," Economics Discussion / Working Papers 82-09, The University of Western Australia, Department of Economics.
    7. Paul Ormerod, 1980. "The forward exchange rate for sterling and the efficiency of expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 116(2), pages 205-224, June.

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