Testing the persistence of the forward premium : structural changes or misspecification?
Tsung-Wu Ho, Wan-Shin Mo
| Year of publication: |
February 2016
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|---|---|
| Authors: | Ho, Tsung-wu ; Moh, Wan Shin |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 27.2016, 1, p. 119-138
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| Subject: | Forward premium puzzle | Unit roots with structural changes | Predictability | Forward rate unbiasedness hypothesis | Persistence | Währungsderivat | Currency derivative | Strukturwandel | Structural change | Wechselkurs | Exchange rate | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Zinsparität | Interest rate parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-015-9365-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591715