Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market
By: Graham Elliott, Takatoshi Ito.
Contributors: Itō, Takatoshi, 1950-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5376; Working paper series (National Bureau of Economic Research) -- working paper no. 5376.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 38
Subjects: Foreign exchange market -- United States.; Foreign exchange market -- Japan.; Foreign exchange rates -- United States.; Foreign exchange rates -- Japan.; Foreign exchange -- Econometric models.
Notes: "December 1995."

Includes bibliographical references (p. 27-28).

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