Are foreign exchange markets really efficient?
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Bibliographic InfoPaper provided by Department of Economics, University of Sussex in its series Discussion Papers in Economics with number 10/92.
Date of creation: Jun 1992
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- Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003.
"Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums,"
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- Duan, Jin-Chuan & Pliska, Stanley R., 2004. "Option valuation with co-integrated asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 727-754, January.
- Engel, Charles, 1996.
"The forward discount anomaly and the risk premium: A survey of recent evidence,"
Journal of Empirical Finance,
Elsevier, vol. 3(2), pages 123-192, June.
- Charles Engel, 1996. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
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