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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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