The Foreign Exchange Market
Theory and Econometric Evidence
Dados Bibliográficos
| ID | 9723448 |
|---|---|
| Autores | David Miles (0000-0002-6387-0041), Richard T Baillie (0000-0002-4534-0063), Patrick C McMahon |
| Ano | 1990 |
| Volume | 57 |
| Fascículo | 227 |
| Páginas | 417 |
| Data de publicação | 1990-08-01 |
| Peer Reviewed | Sim |
| Open Access | Não |
| Tipo | ARTICLE |
| Periódico | Economica (JOURNAL) |
| Identificadores do periódico | ISSN: 0013-0427 • E-ISSN: 1468-0335 |
| Editora | JSTOR (PUBLISHER) |
| DOI | 10.2307/2554948 |
| OpenAlex | W2159443783 |
| Idioma | EN |
| Citações recebidas | 4 |
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
Econometric model · Econometrics · Economics · Efficient-market hypothesis · Empirical evidence · Exchange rate · Financial economics · Fisher hypothesis · Foreign exchange · Foreign exchange market · Forward rate · Interest rate · Interest rate parity · International Fisher effect · Macroeconomics · Monetary economics · Purchasing power parity · Real interest rate · Relative purchasing power parity · Stock market · Economic Policies and Impacts · Global Financial Crisis and Policies · Monetary Policy and Economic Impact
| Obras citantes distintas | 4 |
|---|---|
| Citações por ano | 0,13 |
| Intervalo de citações | 1996 - 2012 (17) |
| Velocidade de citação | historical |
| Altamente citado | Não |