Testing forward rate unbiasedness allowing for persistent regressors
Wei Liu, Alex Maynard
| Year of publication: |
2005
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|---|---|
| Authors: | Liu, Wei ; Maynard, Alex |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 5, p. 613-628
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| Subject: | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Regressionsanalyse | Regression analysis | Theorie | Theory |
| 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/10003190328