Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data.

This paper uses cointegration techniques to test the hypothesis that the forward rate for the Greek drachma-US dollar exchange rate is an unbiased predictor of the future spot rate.

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Year of publication:	1999
Authors:	Zacharatos, N. ; Sutcliffe, C.
Institutions:	Economics Division, University of Southampton
Subject:	EXCHANGE RATE \| ECONOMIC MODELS

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Series:	University of Southampton - Department of Accounting and Management Science.
Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	F31 - Foreign Exchange ; C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005640636