Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients

Scott W. Barnhart · Andrew C. Szakmary

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

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Scott W. Barnhart, Andrew C. Szakmary, Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 2 (Jun., 1991), pp. 245-267

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