Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Fabio Spagnolo, Zacharias Psaradakis and Martin Sola
| Year of publication: |
2005
|
|---|---|
| Authors: | Spagnolo, Fabio ; Psaradakis, Zacharias G. ; Sola, Martin |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 3, p. 423-437
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| Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Statistischer Test | Statistical test | Systematischer Fehler | Bias | Markov-Kette | Markov chain | USA | United States | Großbritannien | United Kingdom | IV-Schätzung | Instrumental variables |
| 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/10002807278