| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0843 |
| 来源ID | Working Paper 0843 |
| Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats | |
| David A. Hsieh | |
| 发表日期 | 1982 |
| 出版年 | 1982 |
| 语种 | 英语 |
| 摘要 | 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 the forward exchange market. The results show that inferences using this procedure are very different from those using the standard assumption of homoscedasticity. |
| 主题 | International Economics |
| URL | https://www.nber.org/papers/w0843 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/558055 |
| 推荐引用方式 GB/T 7714 | David A. Hsieh. Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats. 1982. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0843.pdf（145KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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