Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market
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- Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April.
- Elliott, Graham & ITO, TAKATOSHI, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series qt5wm0q8mz, Department of Economics, UC San Diego.
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More about this item
Keywords
Foreign exchange rate; Expectations; Forward rate; and Efficient markets.;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F15 - International Economics - - Trade - - - Economic Integration
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