Futures Markets Efficiency: evidence from unevenly spaced contracts
暂无分享，去创建一个
[1] Clive W. J. Granger,et al. Developments in the study of cointegrated economic variables , 2001 .
[2] Tim Bollerslev,et al. The long memory of the forward premium , 1994 .
[3] Philip Hans Franses,et al. The effects of additive outliers on tests for unit roots and cointegration , 1994 .
[4] W. Crowder,et al. A cointegration test for oil futures market efficiency , 1993 .
[5] Michael Osterwald-Lenum. A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics , 1992 .
[6] Geert Bekaert,et al. On Biases in the Measurement of Foreign Exchange Risk Premiums , 1991 .
[7] Burton G. Malkiel,et al. Efficient Market Hypothesis , 1991 .
[8] The impact of data errors on measurement of the foreign exchange risk premium , 1989 .
[9] K. Lewis,et al. Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange , 1989 .
[10] C. Granger,et al. Co-integration and error correction: representation, estimation and testing , 1987 .
[11] E. Fama,et al. Forward and spot exchange rates , 1984 .
[12] E. Fama. EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* , 1970 .