Testing forward rate unbiasedness allowing for persistent regressors
| Year of publication: |
2005
|
|---|---|
| Authors: | Liu, Wei ; Maynard, Alex |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 5, p. 613-628
|
| Publisher: |
Elsevier |