Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management
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A new statistical procedure is used to test for weak form efficiency in the foreign exchange futures markets. Using daily currency futures prices for the 1976-1990 period, we conclude that successive exchange rate changes have not been independent We examine the implications of this finding for two
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美国国家经济研究局创建时间：
1993-04-01
