Speculative efficiency and risk premium in the market for foreign exchange. In search of the true specification

DOI10.1016/0165-1765(91)90037-LzbMath0825.90143OpenAlexW1521126090WikidataQ128030281 ScholiaQ128030281MaRDI QIDQ1189341

Arindam Bandopadhyaya

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90037-l

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cites Work

• Several Tests for Model Specification in the Presence of Alternative Hypotheses

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