L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants
Journal de la société française de statistique (1998)
- Volume: 139, Issue: 1, page 73-87
- ISSN: 1962-5197
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topKeller, Stefan, and Martin, Franck. "L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants." Journal de la société française de statistique 139.1 (1998): 73-87. <http://eudml.org/doc/199829>.
@article{Keller1998,
author = {Keller, Stefan, Martin, Franck},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1},
pages = {73-87},
publisher = {Société de statistique de Paris},
title = {L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants},
url = {http://eudml.org/doc/199829},
volume = {139},
year = {1998},
}
TY - JOUR
AU - Keller, Stefan
AU - Martin, Franck
TI - L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants
JO - Journal de la société française de statistique
PY - 1998
PB - Société de statistique de Paris
VL - 139
IS - 1
SP - 73
EP - 87
LA - fre
UR - http://eudml.org/doc/199829
ER -
References
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- FAMA Eugène (1991) " Efficient Capital Markets II", Journal of Finance, 46.
- GERLACH Stefan and Frank SMETS (1997) " The Term Structure of Euro-Rates : some Evidence in Support of the Expectations Hypothesis", Journal of International Money and Finance, Vol. 16.2.
- JONDEAU Eric and Roland RICART (1996) The Expectation Theory : Tests on French, German and American Euro-Rates, Banque de France, Ner # 35.
- ROSSI Marco (1996) The Information Content of the Short End of the Term Structure of Interest Rates, Bank of England Working Paper, 55.
- SHILLER Robert, John Y CAMPBELL and Kermit SCHOENHOLTZ (1983) Forward Rates and Future Policy : Interpreting the Term Structure of Interest Rates, Brookings Papers of Economic Activity I.
- SHILLER Robert (1990) " The Term Structure of interes Rates", in Friedman B.M. and Mahn F.H., ed., Handbook of Monetary Economics, Vol. I, (Elsevier).
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