第一篇
题目 Testing Rational Expectations and Efficiency in the Foreign Exchange Market
作者 Richard aillie, Robert E. Lippens and Patrick C. McMahon
出处 Econometrica, Vol. 51, No. 3 (May, 1983), pp. 553-563 (article consists of 11 pages) Published by:
The Econometric Society
Stable URL:
http://www.jstor.org/stable/1912145
第二篇
题目:The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
作者:
Geert Bekaert
出处:
Review of Financial Studies, 1996, vol. 9, issue 2, pages 427-70
链接:
http://EconPapers.repec.org/RePEc:oup:rfinst:v:9:y:1996:i:2:p:427-70