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Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market

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  • Papadia, Francesco

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  • Papadia, Francesco, 1981. "Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 5(2), pages 217-240, June.
    • Handle: RePEc:eee:jbfina:v:5:y:1981:i:2:p:217-240
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    Cited by:

    1. Arvind Mahajan & Dileep Mehta, 1984. "Strong Form Efficiency Of The Foreign Exchange Market And Bank Positions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 197-207, September.
    2. Giorgio Basevi & Michele Calzolari, 1984. "Multilateral Exchange Rate Determination: A Model for the Analysis of the European Monetary System," NBER Chapters, in: Exchange Rate Theory and Practice, pages 443-466, National Bureau of Economic Research, Inc.

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