Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market

Graham Elliott () and Takatoshi Ito ()

Journal of Monetary Economics, 1999, vol. 43, issue 2, 435-456

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (100)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-3932(98)00061-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market (1998)
Working Paper: Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market (1998)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:moneco:v:43:y:1999:i:2:p:435-456

Access Statistics for this article

Journal of Monetary Economics is currently edited by R. G. King and C. I. Plosser

More articles in Journal of Monetary Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().