TESTING RATIONAL-EXPECTATIONS AND EFFICIENCY IN THE FOREIGN-EXCHANGE MARKET

被引：104

作者：

BAILLIE, RT

LIPPENS, RE

MCMAHON, PC

机构：

[1] UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND

[2] GM CORP,NEW YORK,NY

来源：

ECONOMETRICA | 1983年 / 51卷 / 03期

关键词：

D O I：

10.2307/1912145

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：553 / 563

页数：11

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