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TESTING FOR UNBIASEDNESS IN FORWARD MARKETS · Study

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ArticleTESTING FOR UNBIASEDNESS IN FORWARD MARKETS

Michael John Moore1994

Article1994

TESTING FOR UNBIASEDNESS IN FORWARD MARKETS

Michael John Moore

25 citations·0/0 files stored·Manchester School

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1991Optimal Inference in Cointegrated Systems 1992Cointegration in partial systems and the efficiency of single-equation analysis 1989Common Stochastic Trends in a System of Exchange Rates 1991Cointegration: how short is the long run?1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets

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Year1994

Typearticle

Published1994-09-01

VenueManchester School

ISSN-L0025-2034

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1467-9957.1994.tb01471.x

openalex_workW1964034623

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