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Spot and Forward Exchange Rates: A Causality Analysis

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  • Jeffrey L. Callen
  • M. W. Luke Chan
  • Clarence C. Y. Kwan

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Suggested Citation

  • Jeffrey L. Callen & M. W. Luke Chan & Clarence C. Y. Kwan, 1989. "Spot and Forward Exchange Rates: A Causality Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(1), pages 105-118, March.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:1:p:105-118
    DOI: 10.1111/j.1468-5957.1989.tb00007.x
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    References listed on IDEAS

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    1. Grauer, Frederick L. A. & Litzenberger, Robert H. & Stehle, Richard E., 1976. "Sharing rules and equilibrium in an international capital market under uncertainty," Journal of Financial Economics, Elsevier, vol. 3(3), pages 233-256, June.
    2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    3. Goodman, Stephen H, 1979. "Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy," Journal of Finance, American Finance Association, vol. 34(2), pages 415-427, May.
    4. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    5. Jacobs, Rodney L, 1982. "The Effect of Errors in Variables on Tests for a Risk Premium in Forward Exchange Rates," Journal of Finance, American Finance Association, vol. 37(3), pages 667-677, June.
    Full references (including those not matched with items on IDEAS)

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