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Testing the forward rate unbiasedness hypothesis during the 1920s · Study

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ArticleTesting the forward rate unbiasedness hypothesis during the 1920s

Panayiotis F. Diamandis2007

Article2007

Testing the forward rate unbiasedness hypothesis during the 1920s

Panayiotis F. Diamandis · Dimitris A. Georgoutsos · Γεώργιος Π. Κουρέτας

10 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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

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References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1984Forward and spot exchange rates 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1999Numerical distribution functions of likelihood ratio tests for cointegration 1990Asymptotic Properties of Residual Based Tests for Cointegration 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 1995The handbook of international economics

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Year2007

Typearticle

Published2007-04-12

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations10

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.intfin.2007.04.003

openalex_workW2033096375

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