Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)109-122
Number of pages14
JournalJournal of Macroeconomics
Volume25
Issue number1
DOIs
StatePublished - Mar 2003

ASJC Scopus Subject Areas

  • Economics and Econometrics

Keywords

  • Currency risk premium
  • Foreign exchange market efficiency
  • Forward premium
  • Panel unit-root tests

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