Open AccessTesting for Rational Expectations in Foreign Exchange Markets
Author(s) -
Ralph W. Tryon
Publication year - 1979
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1979.139
Subject(s) - rational expectations , spot contract , economics , forward rate , depreciation (economics) , forward contract , exchange rate , yield (engineering) , forward price , econometrics , test (biology) , foreign exchange , financial economics , monetary economics , microeconomics , interest rate , profit (economics) , paleontology , materials science , capital formation , financial capital , biology , metallurgy , futures contract