论文信息 - Stochastic prices and tests of efficiency of foreign exchange markets - 字舞流文

Stochastic prices and tests of efficiency of foreign exchange markets

J. Frenkel | A. Razin

[1] Jacob A. Frenkel,et al. Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s , 1981, Journal of Political Economy.

[2] Jeffrey A. Frankel,et al. The diversifiability of exchange risk , 1979 .

[3] E. Fama,et al. Money, Bonds, and Foreign Exchange , 1979 .

[4] Pentti J. K. Kouri. International Investment and Interest Rate Linkages under Flexible Exchange Rates , 1977 .

[5] J. Frenkel. The Forward Exchange Rate, Expectations, and the Demand for Money-The German Hyperinflation: Reply , 1977 .