The forward rate unbiasedness hypothesis reexamined : evidence from a new test
Natalya Delcoure ...
| Year of publication: |
2003
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|---|---|
| Authors: | Delcoure, Natalya ; Barkoulas, John T. ; Baum, Christopher F. ; Chakraborty, Atreya |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 14.2003, 1, p. 83-93
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| Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Rationale Erwartung | Rational expectations | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Industrieländer | Industrialized countries | Risikoneutralität | Risk neutrality |
| 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/10001763727