Testing rational expectations and efficiency in the foreign exchange market

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Bibliographic Information

Title
"Testing rational expectations and efficiency in the foreign exchange market"
Statement of Responsibility
Richard T. Baillie, Robert E. Lippens and Patrick C. McMahon
Publisher
  • Australian National University, Faculty of Economics and Research School of Social Sciences
Publication Year
  • 1982
Book size
21 cm
Other Title
  • Working papers in economics and econometrics

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Notes

First draft July 1981, final revision March 1982

Bibliography: p. 23-24

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