A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
Haitham A. Al-Zoubi, Dana A. Al-Zoubi and Aktham I. Maghyereh
| Year of publication: |
2006
|
|---|---|
| Authors: | Al-Zoubi, Haitham A. ; Al-Zoubi, Dana A. ; Maghyereh, Aktham I. |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 4, p. 223-227
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| Subject: | Kointegration | Cointegration | Währungsderivat | Currency derivative | Nichtparametrisches Verfahren | Nonparametric statistics | Systematischer Fehler | Bias | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | OECD-Staaten | OECD countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351935