Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
Year of publication: |
2011
|
---|---|
Authors: | Chen, Yi-Chi ; Yu, Wei-Choun |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 31.2011, 2, p. 1807-1826
|
Publisher: |
AccessEcon |
Subject: | Bayesian method | structural change | forward discount anomaly | Gibbs-sampling |
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