The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets

Peijie Wang^*, Trefor Jones

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{05b6cad48a1844cda313a4183cfec03a,

title = "The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets",

author = "Peijie Wang and Trefor Jones",

year = "2003",

month = oct,

doi = "10.1016/s0165-1765(03)00148-4",

language = "English",

volume = "81",

pages = "81--87",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets

AU - Wang, Peijie

AU - Jones, Trefor

PY - 2003/10

Y1 - 2003/10

U2 - 10.1016/s0165-1765(03)00148-4

DO - 10.1016/s0165-1765(03)00148-4

M3 - Article

SN - 0165-1765

VL - 81

SP - 81

EP - 87

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -