Testing for forward-rate unbiasedness : on regression in levels and in returns
Alex Maynard
| Year of publication: |
2003
|
|---|---|
| Authors: | Maynard, Alex |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 2, p. 313-327
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| Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Kointegration | Cointegration | Systematischer Fehler | Bias | US-Dollar | US dollar | Theorie | Theory | Australien | Australia | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | Großbritannien | United Kingdom | 1986-1998 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001762629