Add to ORKGIn this paper we reexamine the evidence on the forward rate unbiasedness hypothesis for the main currencies vis-à-vis the U.S. Dollar exchange rate using the Phillips and Hansen (1990) estimation and inference procedure
The forward rate is often used as the market's prediction of the future spot exchange rate even thou...
Abstract This dissertation aims to investigate the relationship with forward exchange rate and futur...
Available from Centro de Informacion y Documentacion Cientifica CINDOC. Joaquin Costa, 22. 28002 Mad...
A large empirical literature has tested the unbiasedness hypothesis in the foreign-exchange market w...
A large empirical literature has tested the unbiasedness hypothesis in the foreign exchange market u...
In an age of globalized finance, Forex market efficiency is particularly relevant as agents engage i...
This paper provides a robust statistical approach to testing the unbiasedness hypothesis in forward ...
An important puzzle in international finance is the failure of the forward exchange rate to be a rat...
This study assesses whether the unbiased forward rate hypothesis (UFRH) holds in its strong or weak ...
In this paper, forward market unbiasedness hypothesis (FRUH) is tested and its underline assumptions...
In the past two decades, there have been many empirical studies both in support of and opposing the ...
An important puzzle in international finance is the failure of the forward exchange rate to be a rat...
This paper evaluates two popular regression methods of testing the unbiasedness hypothesis in the fo...
In this paper we investigate in detail the relationship between models of cointegration between the ...
This paper discusses the important aspects of efficiency, expectations, and risk in the foreign exch...
The forward rate is often used as the market's prediction of the future spot exchange rate even thou...
Abstract This dissertation aims to investigate the relationship with forward exchange rate and futur...
Available from Centro de Informacion y Documentacion Cientifica CINDOC. Joaquin Costa, 22. 28002 Mad...
A large empirical literature has tested the unbiasedness hypothesis in the foreign-exchange market w...
A large empirical literature has tested the unbiasedness hypothesis in the foreign exchange market u...
In an age of globalized finance, Forex market efficiency is particularly relevant as agents engage i...
This paper provides a robust statistical approach to testing the unbiasedness hypothesis in forward ...
An important puzzle in international finance is the failure of the forward exchange rate to be a rat...
This study assesses whether the unbiased forward rate hypothesis (UFRH) holds in its strong or weak ...
In this paper, forward market unbiasedness hypothesis (FRUH) is tested and its underline assumptions...
In the past two decades, there have been many empirical studies both in support of and opposing the ...
An important puzzle in international finance is the failure of the forward exchange rate to be a rat...
This paper evaluates two popular regression methods of testing the unbiasedness hypothesis in the fo...
In this paper we investigate in detail the relationship between models of cointegration between the ...
This paper discusses the important aspects of efficiency, expectations, and risk in the foreign exch...
The forward rate is often used as the market's prediction of the future spot exchange rate even thou...
Abstract This dissertation aims to investigate the relationship with forward exchange rate and futur...
Available from Centro de Informacion y Documentacion Cientifica CINDOC. Joaquin Costa, 22. 28002 Mad...