Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market
Graham Elliott, Takatoshi Ito
| Year of publication: |
1999
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|---|---|
| Authors: | Elliott, Graham ; Itō, Takatoshi |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 43.1999, 2, p. 435-454
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| Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Schätzung | Estimation | Yen | US-Dollar | US dollar | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of monetary economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001391275