Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s

Peter Phillips, James W McFarland and Patrick C McMahon

Journal of Applied Econometrics, 1996, vol. 11, issue 1, 1-22

Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (22)

Downloads: (external link)
http://links.jstor.org/sici?sici=0883-7252%2819960 ... 0.CO%3B2-4&origin=bc full text (application/pdf)
http://qed.econ.queensu.ca:80/jae/1996-v11.1/ Supporting data files and programs (text/html)
Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

Related works:
Working Paper: Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's (1994)
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:jae:japmet:v:11:y:1996:i:1:p:1-22

Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252

Access Statistics for this article

Journal of Applied Econometrics is currently edited by M. Hashem Pesaran

More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().