Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Year of publication: |
2005
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Authors: | Spagnolo, Fabio ; Psaradakis, Zacharias ; Sola, Martin |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 20.2005, 3, p. 423-438
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