Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats
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https://www.nber.org/papers/w0843
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资源简介：
This paper tests the hypothesis that traders have rational expeatations and charge no risk premium in the forward exchange market. It uses a statistical procedure which is consistent under a large class of heteroscedasticity, and a set of data which takes into account the institutional features of
提供机构：
美国国家经济研究局
创建时间：
1982-01-01
