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Seasonalities and intraday return patterns in the foreign currency futures market

Cornett, Marcia Millon - In: Journal of banking & finance 19 (1995) 5, pp. 843-869

Persistent link: https://www.econbiz.de/10001185508

Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients

Barnhart, Scott W. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 245-267

Persistent link: https://www.econbiz.de/10001106732

Central bank intervention and trading rule profits in foreign exchange markets

Szakmary, Andrew Charles - In: Journal of international money and finance 16 (1997) 4, pp. 513-535

Persistent link: https://www.econbiz.de/10001225546

Testing the Unbiased Forward Rate Hypothesis : Evidence on Unit Roots, Co-Integration and Stochastic Coefficients

Barnhart, Scott W. - 2009

In this paper, we demonstrate that the conflicting results found in the literature of tests of the unbiased forward rate hypothesis (UFRH) depend upon the econometric specification used as well as differences in the time period of estimation. It is established that the time series properties of...

Persistent link: https://www.econbiz.de/10013155903

Exchange rate market efficiency : across and within countries

Rapp, Tammy; Sharma, Subhash Chandra - In: Journal of economics & business 51 (1999) 5, pp. 423-439

Persistent link: https://www.econbiz.de/10001496459