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Further tests on the forward exchange rate unbiasedness hypothesis

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Sosvilla-Rivero, Simón (1991) Further tests on the forward exchange rate unbiasedness hypothesis. [ Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 30, 1991, ]

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Official URL: http://eprints.ucm.es/26332/




Abstract

In this paper we reexamine the evidence on the forward rate unbiasedness hypothesis for the main currencies vis-à-vis the U.S. Dollar exchange rate using the Phillips and Hansen (1990) estimation and inference procedure.


Item Type:Working Paper or Technical Report
Uncontrolled Keywords:Exchange Rate, Unbiasedness
Subjects:Social sciences > Economics > Money
Series Name:Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Volume:1991
Number:30
ID Code:26332
Deposited On:18 Jul 2014 10:57
Last Modified:20 Feb 2017 13:13

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