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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"1977-1987"
~subject:"Kointegration"
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Chan, Kam C.
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Journal of empirical finance
Journal of international financial markets, institutions & money
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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
2
Testing the forward rate unbiasedness hypothesis during the 1920s
Diamandis, Panayotis F.
;
Georgoutsos, Demetris A.
; …
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 358-373
Persistent link: https://www.econbiz.de/10003727947
Saved in:
3
Spot-forward cointegration, structural breaks and FX market unbiasedness
Villanueva, O. Miguel
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10003413275
Saved in:
4
Do currency futures prices follow random walks?
Pan, Ming-Shiun
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
Saved in:
5
Testing for the existence of long-run equilibrium relationships in the foreign exchange futures market
Naka, Atsuyuki
;
Wei, Peihwang
- In:
Journal of international financial markets, …
6
(
1996
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10001498277
Saved in:
6
Market efficiency and cointegration tests for foreign currency futures markets
Chan, Kam C.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 79-89
Persistent link: https://www.econbiz.de/10001127305
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