Some joint tests of market efficiency : the case of the forward premium
Richard T. Baillie ; Patrick C. McMahon
| Year of publication: |
1985
|
|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | McMahon, Patrick C. (contributor) |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 7.1985, 2, p. 137-150
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| Subject: | Währungsderivat | Currency derivative | Rationale Erwartung | Rational expectations | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001008684