Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets

Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets
Author: David A. Hsieh
Publisher:
Total Pages: 20
Release: 2006
Genre:
ISBN:
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Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets
Language: en
Pages: 20

Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets

Authors: David A. Hsieh
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats
Language: en
Pages: 0

Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats

Authors: David A. Hsieh
Categories:
Type: BOOK - Published: 1982 - Publisher:

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This paper tests the hypothesis that traders have rational expeatations and charge no risk premium in the forward exchange market. It uses a statistical procedu
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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Tests of Rational Expectations and No Risk Premiumin Forward Exchange Markets
Language: en
Pages:

Tests of Rational Expectations and No Risk Premiumin Forward Exchange Markets

Authors: D. Hsich
Categories: Foreign exchange futures
Type: BOOK - Published: 1982 - Publisher:

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Tests of Ratonal Expectations and No Risk Premium in Forward Exchange Markets
Language: en
Pages: 18

Tests of Ratonal Expectations and No Risk Premium in Forward Exchange Markets

Authors: David Hsieh
Categories: Foreign exchange futures
Type: BOOK - Published: 1982 - Publisher:

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