Tests of Efficiency in the Foreign Exchange Market
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References listed on IDEAS
- Peter Isard, 1980. "Factors determining exchange rates: the roles of relative price levels, balances of payments, interest rates and risk," BIS Working Papers 4, Bank for International Settlements.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
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- repec:spt:apfiba:v::y:2018:i::f:8_2_5 is not listed on IDEAS
- Ioannis N. Kallianiotis, 2018. "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(2), pages 1-5.
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More about this item
Keywords
Demand for Money and Exchange Rate; Foreign Exchange; Forecasting and Simulation; Information and Market Efficiency; International Financial Markets.;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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