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ArticleThe unbiased forward rate hypothesis re-examined

Atsuyuki Naka1995

Article1995

The unbiased forward rate hypothesis re-examined

Atsuyuki Naka · Gerald A. Whitney

43 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1984Forward and spot exchange rates 1990Asymptotic Properties of Residual Based Tests for Cointegration 1991Optimal Inference in Cointegrated Systems 1991Estimating Long-Run Economic Equilibria

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2005Empirical exchange rate models and currency risk: some evidence from density forecasts 2001The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 1999Non-Informative Tests of the Unbiased Forward Exchange Rate 1997Unbiasedness of the Forward Exchange Rates 2002The forward rate unbiasedness hypothesis revisited

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Details

Year1995

Typearticle

Published1995-12-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations43

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0261-5606(95)00033-x

openalex_workW1994119334

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