Economica · 1990 · 201 citations · 0 references
Social SciencesBusiness EconomicsEconomicsEconometricsFinancial EconometricsFinancial EconomicsCointegration AnalysisExchange Rate DeterminationExchange RatesExchange TheoryForeign Exchange MarketsTime Series EconometricsCurrency Pricing ModelsEconometric Identification
1. Historical development and institutions 2. The theory of efficient markets 3. Models of exchange rate behaviour 4. Econometric methodology 5. Expectation models 6. Statistical properties of exchange rate series 7. The forward rate as a predictor of the future spot rate 8. Purchasing power and interest rate parity theories: empirical evidence 9. Exchange rate forecasting and conclusions.