Do Emergent Market Currencies Lure the Forward Premium Bias to its Doom?
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Publisher
Elsevier BV
Reference28 articles.
1. Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies;Stk_I_M Fwdi References Aggarwal;Multinational Finance Journal,2008
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3. Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic coefficients;S W Barnhart;Journal of Financial and Quantitative Analysis,1991
4. The Speculative efficiency hypothesis;J F O Bilson;Journal of Business,1981
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