On Risk, Rationality and Excessive Speculation in the Deutschmark-U.S. Dollar Exchange Market: Some Evidence Using Survey Data.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1988
Volume: 50
Issue: 2
Pages: 107-23

Authors (2)

MacDonald, Ronald (University of Glasgow) Torrance, T S (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, the authors argue that survey data on exchange-rate expectations is especially useful fo r testing whether the forward market for foreign exchange is efficien t, since it obviates the need to impose a joint hypothesis on a stand ard efficiency equation. They utilize such data for this purpose for the deutsche mark-U.S. dollar exchange rate over the period 1985.2 to 1986.4. Copyright 1988 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:50:y:1988:i:2:p:107-23
Journal Field
General
Author Count
2
Added to Database
2026-01-25