LM cointegration tests allowing for an unknown number of breaks : implications for the forward rate unbiasedness hypothesis
Dong-Yop Oh and Hyejin Lee
| Year of publication: |
March 2017
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|---|---|
| Authors: | Oh, Dong-Yop ; Lee, Hyejin |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 12, p. 1194-1203
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| Subject: | Cointegration | structural changes | forward rate unbiased hypothesis | Kointegration | Währungsderivat | Currency derivative | Strukturbruch | Structural break | Theorie | Theory | Systematischer Fehler | Bias | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1213366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011811265