Multiple testing of the forward rate unbiasedness hypothesis across currencies
Hsuan Fu, Richard Luger
| Year of publication: |
2022
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|---|---|
| Authors: | Fu, Hsuan ; Luger, Richard |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 68.2022, p. 232-245
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| Subject: | Conditional heteroskedasticity | Foreign exchange rates | Predictability | Simultaneous inference | Unbalanced panel | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Theorie | Theory | Kointegration | Cointegration | Schätzung | Estimation | Panel | Panel study | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Welt | World | Devisenmarkt | Foreign exchange market | Systematischer Fehler | Bias |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464493