Testing the forward rate unbiasedness hypothesis during the 1920s
Year of publication: |
2008
|
---|---|
Authors: | Diamandis, Panayotis F. ; Georgoutsos, Demetris A. ; Kouretas, Georgios P. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 4, p. 358-373
|
Subject: | Devisenmarkt | Foreign exchange market | Kointegration | Cointegration | Währungsderivat | Currency derivative | Welt | World | 1922-1925 |
-
Financial integration in the 1920s : a cointegration approach
Darbar, Salim M., (1993)
-
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T., (1993)
-
Multiple Testing of the Forward Rate Unbiasedness Hypothesis Across Currencies
Fu, Hsuan, (2022)
- More ...
-
Diamandis, Panayotis F., (2000)
-
Diamandis, Panayotis F., (1998)
-
Cointegration tests of the monetary exchange rate model : the Canadian-US dollar, 1970 - 1994
Diamandis, Panayotis F., (1996)
- More ...