Liu, P.C. and G.S. Maddala (1992), Rationality of survey data and tests for market efficiency in the foreign exchange markets, Journal of International Money and Finance, 11, 366-381. Home/Search Document Not in Database Summary Related Articles |
This paper is cited in the following contexts:
The Forward Rate Unbiasedness Hypothesis Reexamined.. - Delcoure, Barkoulas, al. (Correct)
.... component analysis suggest that the forecast error series under consideration exhibit significant commonalities i n 8 This methodology (imposition of the cointegrating vector implied by theory, and evaluation of the resulting residual series) is termed the restricted cointegration test in Liu and Maddala (1992). 9 The I 1 ( behavior of t k S and t f has been established in numerous papers (see, e.g. Meese and Singleton (1982) Baillie and Bollerslev (1989) We establish similar evidence for the spot and forward rate series in our sample using Augmented Dickey Fuller and Phillips Perron unit root ....
Liu, P.C. and G.S. Maddala (1992), Rationality of survey data and tests for market efficiency in the foreign exchange markets, Journal of International Money and Finance, 11, 366-381.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC