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12. | Gregory, A. W.、McCurdy, T. H.(1984)。Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis。Journal of International Money and Finance,3,357-368。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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14. | Cornell, Bradford(1977)。Spot rates, forward rates and exchange market efficiency。Journal of Financial Economics,5(1),55-65。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Shiller, R. J.(1981)。The Use of Volatility Measures in Assessing Market Efficiency。Journal of Finance,36(2),291-304。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Wolff, C. C. P.(1987)。Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal Extraction Approach。Journal of Finance,42(2),395-406。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Bilson, J. F. O.(1981)。The 'Speculative Efficiency' Hypothesis。Journal of Business,54(3),435-451。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Boothe, P.(1983)。Speculative Profit Opportunities in the Canadian Foreign Exchange Market, 1974-78。Canadian Journal of Economics,16,603-611。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Cosset, J. C.(1984)。On the Presence of Risk Premium in Foreign Exchange Markets。Journal of International Economics,16,139-154。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Frankel, Jeffrey A.(1982)。In Search of the Exchange Risk Premium: A Six-Currency Test Assuming Mean-Variance Optimization。Journal of International Money and Finance,1,255-274。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Frenkel, J. A.(1978)。Purchasing Power Parity: Evidence From the 1920's。Journal of International Economics,8(2),169-191。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Geweke, J.、Feige, E. L.(1979)。Some joint tests of the efficiency of markets for forward foreign exchange。Review of Economics and Statistics,61,334-341。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Papadia, Francesco(1981)。Forward Exchange Rates as Predictors of Future Spot Rates and the Efficiency of the Foreign Exchange Market。Journal of Banking & Finance,5(2),217-240。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics,14(3),319-338。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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29. | Huang, Roger D.(1984)。Some Alternative Tests of Forward Exchange Rates as Predictors of Future Spot Rates。Journal of International Money and Finance,3,153-168。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |