The forward exchange rate bias puzzle is persistent : evidence from stochastic and nonparametric cointegration tests
Raj Aggarwal; Brian M. Lucey; Sunil K. Mohanty
| Year of publication: |
2009
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|---|---|
| Authors: | Aggarwal, Raj ; Lucey, Brian M. ; Mohanty, Sunil |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 44.2009, 4, p. 625-645
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| Subject: | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Wechselkurs | Exchange rate | Vergleich | Comparison | Deutsche Mark | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Yen | Französischer Franc | French franc | 1973-1998 |
| 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/10003899958