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Forward exchange rates and expectations during the 1920s: A re-examination of the evidence

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  • McFarland, James W
  • McMahon, Patrick C
  • Ngama, Yerima

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  • McFarland, James W & McMahon, Patrick C & Ngama, Yerima, 1994. "Forward exchange rates and expectations during the 1920s: A re-examination of the evidence," Journal of International Money and Finance, Elsevier, vol. 13(6), pages 627-636, December.
  • Handle: RePEc:eee:jimfin:v:13:y:1994:i:6:p:627-636
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    Cited by:

    1. Lothian, James R., 2016. "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 1-7.
    2. Choudhry, Taufiq, 1999. "Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 433-453, November.
    3. R.D. Rossiter, 2002. "Term structure of forward exchange premiums: evidence from the 1920s," Journal of Economic Studies, Emerald Group Publishing, vol. 29(1), pages 33-47, January.
    4. 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.

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