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Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients
Barnhart, Scott W. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10001106732
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Central bank intervention and trading rule profits in foreign exchange markets
Szakmary, Andrew Charles - In: Journal of international money and finance 16 (1997) 4, pp. 513-535
Persistent link: https://www.econbiz.de/10001225546
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Seasonalities and intraday return patterns in the foreign currency futures market
Cornett, Marcia Millon - In: Journal of banking & finance 19 (1995) 5, pp. 843-869
Persistent link: https://www.econbiz.de/10001185508
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Some answer to puzzles in testing unbiasedness in the foreign exchange market
Barnhart, Scott W.; McNown, Robert F.; Wallace, Myles Stuart - In: Applied financial economics 12 (2002) 10, pp. 687-696
Persistent link: https://www.econbiz.de/10001702505
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Non-informative tests of the unbiased forward exchange rate
Barnhart, Scott W.; McNown, Robert F.; Wallace, Myles Stuart - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 265-291
Persistent link: https://www.econbiz.de/10001436322