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2. | Hsieh, D. A.(1984)。Tests of Rational Expectational and No Premium in Forward Exchange Markets。Journal of International Economics,17,173-184。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Barnhart, S. W.、Szakmary, A. C.(1991)。Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients。Journal of Financial and Quantitative Analysis,26(2),245-267。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Frankel, Jeffrey A.(1980)。Tests of rational expectations in the forward exchange market。Southern Economic Journal,46(4),1083-1101。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Longworth, D.(1981)。Testing the Efficiency of the Canadian: U.S. Exchange Market Under the Assumption of no Risk Premium。Journal of Finance,36,43-49。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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11. | Cornell, B.(1977)。Spot rates, forward rates and exchange market efficiency。Journal of Financial Economics,5,55-65。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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13. | Frankel, J. A.(1977)。The Forward Exchange Rates, Expectations and The Demand for Money: The German Hyperinflation。American Economic Review,67,653-670。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Frankel, J. A.、Stock, J. H.(1987)。Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets。Journal of International Money and Finance,6,49-56。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | 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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17. | Lai, T. L.、Wei, C. Z.(1982)。Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems。The Annals of Statistics,10,154-166。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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19. | Sanderson, P.(1984)。Rational Expectations and Forward Exchange Market Efficiency。Applied Economics,16,99-109。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Siegel, J. J.(1972)。Risk, Interest Rates and Forward Exchange。Quarterly Journal of Economics,86,303-309。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | White, J. S.(1958)。The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case。Annals of Mathematical Statistics,27,1188-1197。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Granger, C. W. J.(1981)。Some Properties of Time Series Data and Their Use in Econometric Model Specification。Journal of Econometrics,16(1),121-130。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 ![](/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) |
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