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On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market
Language: en
Pages: 14

On the Rationality of Expectations and the Stationarity of Risk Premia in the Foreign Exchange Market

Authors: Nikitas Pittis
Categories:
Type: BOOK - Published: 1990 - Publisher:

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Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange
Language: en
Pages: 68

Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange

Authors: Richard Meese
Categories: Econometrics
Type: BOOK - Published: 1980 - Publisher:

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The Role of Expectations in the Foreign Exchange Market
Language: en
Pages: 264

The Role of Expectations in the Foreign Exchange Market

Authors: Karen Elizabeth Parker
Categories: Foreign exchange market
Type: BOOK - Published: 1991 - Publisher:

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Rational Expectations and Efficiency in Futures Markets
Language: en
Pages: 240

Rational Expectations and Efficiency in Futures Markets

Authors: Barry Goss
Categories: Business & Economics
Type: BOOK - Published: 2005-10-09 - Publisher: Routledge

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Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of internationa
Risk Premia in Foreign Exchange Markets
Language: en
Pages: 130

Risk Premia in Foreign Exchange Markets

Authors: Wen-he Lu
Categories: Foreign exchange
Type: BOOK - Published: 1986 - Publisher:

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We have attempted to test the existence of time-varying risk premia in foreign exchange markets under two models that we have developed in this dissertation. Th