The forward exchange rate unbiasedness hypothesis : a single break unit root and cointegration analysis
Michael E. Mazur; Miguel D. Ramirez
| Year of publication: |
2013
|
|---|---|
| Authors: | Mazur, Michael E. ; Ramírez, Miguel D. |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 4.2013, 9, p. 605-626
|
| Subject: | Cointegration Analysis | Error-Correction Model (ECM) | Forward Exchange Rate Unbiasedness Hypothesis (FRUH) | KPSS No Unit Root Test | Unexploited Profits | Zivot-Andrews Single Break Unit Root Test | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Währungsderivat | Currency derivative | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010243180