Forward premiums and market efficiency : panel unit-root evidence from the term structure of forward premiums
Year of publication: |
2003
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Authors: | Barkoulas, John T. ; Baum, Christopher F. ; Chakraborty, Atreya |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 25.2003, 1, p. 109-122
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Subject: | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Theorie | Theory | Welt | World |
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