Non-informative tests of the unbiased forward exchange rate
Year of publication: |
1999
|
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Authors: | Barnhart, Scott W. ; McNown, Robert F. ; Wallace, Myles Stuart |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 34.1999, 2, p. 265-291
|
Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Statistischer Test | Statistical test | Systematischer Fehler | Bias | USA | United States | 1974-1997 |
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