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On biases in the measurement of foreign exchange risk premiums

Bekaert, Geert; Hodrick, Robert J. - 1993

Persistent link: https://www.econbiz.de/10000855221

On biases in the measurement of foreign exchange risk premiums

Bekaert, Geert; Hodrick, Robert J. - 1991

Persistent link: https://www.econbiz.de/10000824248

On biases in the measurement of foreign exchange risk premiums

Bekaert, Geert - In: Journal of international money and finance 12 (1993) 2, pp. 115-138

Persistent link: https://www.econbiz.de/10001141909

Empirical analyses of foreign exchange markets : general equilibrium perspectives

Bekaert, Geert - 1992

Persistent link: https://www.econbiz.de/10000863185

On Biases in the Measurement of Foreign Exchange Risk Premiums

Bekaert, Geert - 1991

The hypothesis that the forward rate is an unbiased predictor of the future spot rate has been consistently rejected in recent empirical studies. This paper examines several sources of measurement error and misspecification that might induce biases in such studies. Although previous inferences...

Persistent link: https://www.econbiz.de/10012475128