Testing the Efficiency of the Canadian‐U.S. Exchange Market under the Assumption of no Risk Premium

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

The Theory of Finance

1972 • 1,064 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

The Economics of Exchange Rates

2004 • 394 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

Risk, Interest Rates and the Forward Exchange

1972 • 176 citations

The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

1978 • 153 citations

International economic policy: Theory and evidence

1980 • 134 citations

The Expectations Hypothesis and the Efficiency of the Treasury Bill Market

1975 • 109 citations

Testing for Rational Expectations in Foreign Exchange Markets

1979 • 69 citations

The behavior of foreign exchange markets : a critical survey of the empirical literature

1978 • 50 citations

A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations (Cadre theorique et empirique pour une analyse de l'evolution probable de la structure des taux de change) (Un marco teorico y empirico para analizar la estructura cronologica de las expectativas de tipos de cambio)

1971 • 38 citations

Our recent experience with fixed and flexible exchange rates: A comment

1976 • 18 citations

Institutional arrangements and the inflation problem

1976 • 18 citations

Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence

1979 • 11 citations