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Testing for forward-rate unbiasedness : on regression in levels and in returns

Maynard, Alex - In: The review of economics and statistics 85 (2003) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10001762629

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361

Persistent link: https://www.econbiz.de/10001225777

The term structure of forward exchange rates and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H.; Taylor, Mark P. - 1992

Persistent link: https://www.econbiz.de/10000845274

The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors

Clarida, Richard - 2010

We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...

Persistent link: https://www.econbiz.de/10012763403