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Tuesday, May 19, 2020 | History

2 edition of Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market found in the catalog.

Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market

Graham Elliott

Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market

by Graham Elliott

  • 176 Want to read
  • 22 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

    Subjects:
  • Foreign exchange market -- United States.,
  • Foreign exchange market -- Japan.,
  • Foreign exchange rates -- United States.,
  • Foreign exchange rates -- Japan.,
  • Foreign exchange -- Econometric models.

  • Edition Notes

    StatementGraham Elliott, Takatoshi Ito.
    SeriesNBER working paper series -- working paper no. 5376, Working paper series (National Bureau of Economic Research) -- working paper no. 5376.
    ContributionsItō, Takatoshi, 1950-, National Bureau of Economic Research.
    The Physical Object
    Pagination38, [5] p. :
    Number of Pages38
    ID Numbers
    Open LibraryOL22414462M


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Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market by Graham Elliott Download PDF EPUB FB2