Patrick C McMahon
Dados Biográficos
| ID | 5805270 |
|---|---|
| NOME | Patrick C McMahon |
| PRENOMES | Patrick C |
| SOBRENOME | McMahon |
| ASSINATURA | MCMAHON P C |
| AFILIAÇÕES | Bank of England |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 3 |
| TOTAL DE CITAÇÕES | 5 |
| TOTAL COMO AUTOR | 3 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1973 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 1992 |
| ÍNDICE H | 1 |
Does the Forward Premium/Discount Help to Predict the Future Change in the Exchange Rate
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
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
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…
Inheritance and the Characteristics of Top Wealth Leavers in Britain
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…
Inheritance and the Characteristics of Top Wealth Leavers in Britain
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…
The Foreign Exchange Market
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
Does the Forward Premium/Discount Help to Predict the Future Change in the Exchange Rate
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…
Economics (2 obras) · Monetary Policy and Economic Impact (2 obras) · Political science (2 obras) · Biology (1 obras) · Citation (1 obras) · Computer Science (1 obras) · Econometric model (1 obras) · Econometrics (1 obras) · Economic Growth and Productivity (1 obras) · Economic history (1 obras)