FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS

被引：999

作者：

HANSEN, LP

HODRICK, RJ

机构：

来源：

关键词：

D O I：

10.1086/260910

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：829 / 853

页数：25

共 28 条

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[4]

Dulles Eleanor Lansing, 1929, FRENCH FRANC 1914 19

[5]

Einzig P., 1937, THEORY FORWARD EXCHA

[6] ECONOMIC-THEORY OF MONETARY REFORM [J].

FLOOD, RP ;

GARBER, PM .

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FRENKEL, JA .

[9]

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

[10]

FRENKEL JA, 1978, 290 NAT BUR EC RES W