Patrick C McMahon

Dados Biográficos

ID5805270
NOMEPatrick C McMahon
PRENOMESPatrick C
SOBRENOMEMcMahon
ASSINATURAMCMAHON P C
AFILIAÇÕESCity University
VERIFICADONão
TOTAL DE OBRAS3
TOTAL DE CITAÇÕES5
TOTAL COMO AUTOR3
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO1973
ANO MAIS RECENTE DE PUBLICAÇÃO1992
ÍNDICE H1

  • Does the Forward Premium/Discount Help to Predict the Future Change in the Exchange Rate

    Open AccessCharles Goodhart, Charles A E Goodhart et al.ARTICLEScottish Journal of Political…1992Referências: 1

    This paper reexamines the relationship between the spot exchange rate depreciation and the forward premium. Many researchers report a negative, and occasionally significant, coefficient when the spot depreciation is regressed on the forward premium. The authors' analysis reveals that such findings are due to the presence of structural breaks and/or outliers in the data. After allowing for these, the forward premium has no information at all about…

  • The Foreign Exchange Market

    David Miles, Richard T Baillie et al.ARTICLEEconomica1990

    1. Historical development and institutions 2. The theory of efficient markets 3. Models of exchange rate behaviour 4. Econometric methodology 5. Expectation models 6. Statistical properties of exchange rate series 7. The forward rate as a predictor of the future spot rate 8. Purchasing power and interest rate parity theories: empirical evidence 9. Exchange rate forecasting and conclusions

  • Inheritance and the Characteristics of Top Wealth Leavers in Britain

    C D Harbury, Patrick C McMahonARTICLEThe Economic Journal1973Citada por: 5

    Journal Article Inheritance and the Characteristics of Top Wealth Leavers in Britain Get access C. D. Harbury, C. D. Harbury The City University Search for other works by this author on: Oxford Academic Google Scholar P. C. McMahon P. C. McMahon The City University Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 83, Issue 331, 1 September 1973, Pages 810–833, https://doi.org/10.2307/2230672 Pu…