Jack G Selody
Biographic Data
| ID | 8879613 |
|---|---|
| NAME | Jack G Selody |
| GIVEN NAMES | Jack G |
| FAMILY NAME | Selody |
| SIGNATURE | SELODY J G |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1982 |
| LATEST PUBLICATION YEAR | 1984 |
| H-INDEX | 0 |
Exchange Market Efficiency
Following the method of Hansen and Hodrick (1980) we test the efficiency of the Canada-U.S.A. foreign exchange market by pooling information from contracts of five lengths. The test is based on daily data from the period 1971 to 1980 inclusive. We show that these data reject the joint hypothesis of exchange market informational efficiency and no risk premlum. The degree to which foreign exchange markets are inefficient is of obvious importance. M…
The Productivity-Inflation Nexus in Canada, 1963-1979
No prominent works on this page.
The Productivity-Inflation Nexus in Canada, 1963-1979
Exchange Market Efficiency
Following the method of Hansen and Hodrick (1980) we test the efficiency of the Canada-U.S.A. foreign exchange market by pooling information from contracts of five lengths. The test is based on daily data from the period 1971 to 1980 inclusive. We show that these data reject the joint hypothesis of exchange market informational efficiency and no risk premlum. The degree to which foreign exchange markets are inefficient is of obvious importance. M…
Economics (2 works) · Monetary Policy and Economic Impact (2 works) · Business (1 work) · Econometrics (1 work) · Economic Growth and Productivity (1 work) · Economic theories and models (1 work) · Economic Theory and Policy (1 work) · Efficient-market hypothesis (1 work) · Engineering (1 work) · Financial economics (1 work)