THE SPECULATIVE EFFICIENCY HYPOTHESIS

被引：263

作者：

BILSON, JFO ^{[1
]}

机构：

[1] NATL BUR ECON RES,WASHINGTON,DC

来源：

关键词：

D O I：

10.1086/296139

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：435 / 451

页数：17

共 19 条

[1]

Aliber R. Z., 1978, EXCHANGE RISK CORPOR

[2]

BILSON JFO, 1979, INT MONET FUND S PAP, V26, P201

[3]

BILSON JFO, 1980, 474 NAT BUR EC RES W

[4]

COOPER RN, 1976, BROOKINGS PAPERS EC, P577

[5] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J].

CORNELL, B .

[6]

FAMA EF, 1979, AM ECON REV, V69, P639

[7]

FAMA EF, 1975, AM ECON REV, V65, P269

[8] TESTS OF RATIONAL-EXPECTATIONS IN THE FORWARD EXCHANGE MARKET [J].

FRANKEL, JA .

[9] DIVERSIFIABILITY OF EXCHANGE RISK [J].

FRANKEL, JA .

[10]

FRENKEL JA, 1977, AM ECON REV, V67, P653