A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model
Tsung-Wu Ho
| Year of publication: |
2003
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|---|---|
| Authors: | Ho, Tsung-wu |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 43.2003, 3, p. 542-559
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| Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Systematischer Fehler | Bias | Kointegration | Cointegration | Welt | World | 1998 |
| 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/10001782549