Unbiasedness of the Forward Exchange Rates
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1997.tb00419.x/fullpdf
Reference40 articles.
1. Common Stochastic Trends in a System of Exchange Rates
2. Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients
3. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
4. The "Speculative Efficiency" Hypothesis
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