Resolving the Unbiasedness Puzzle in the Foreign Exchange Market
Author:
Publisher
Elsevier BV
Reference17 articles.
1. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?;R T Baillie;Journal of International Money and Finance,2006
2. Non-Informative Tests of the Unbiased Forward Exchange Rate;S W Barnhart;Journal of Financial and Quantitative Analysis,1999
3. On Biases in Tests of the Expectations Hypothesis of the Term Structure of Interest Rates;G Bekaert;Journal of Financial Economics,1997
4. LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY
5. A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence;J A Frenkel;Scandinavian Journal of Economics,1976
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