The forward rate unbiasedness hypothesis reexamined: Evidence from a new test

Natalya Delcoure; John Barkoulas; Christopher F. Baum; Atreya Chakraborty

doi:10.1016/S1044-0283(03)00006-1

The forward rate unbiasedness hypothesis reexamined: Evidence from a new test

Natalya Delcoure
, John Barkoulas
, Christopher F. Baum
, Atreya Chakraborty

CM - Dean's Office

University of South Alabama
University of Tennessee, Knoxville
Athens Lab. of Business Admin.
Boston College
The Brattle Group, Inc., USA

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	83-93
Number of pages	11
Journal	Global Finance Journal
Volume	14
Issue number	1
DOIs	https://doi.org/10.1016/S1044-0283(03)00006-1
State	Published - May 2003

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Cointegration
Forward rate unbiasedness
Panel unit-root tests

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10.1016/S1044-0283(03)00006-1

Cite this

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title = "The forward rate unbiasedness hypothesis reexamined: Evidence from a new test",

keywords = "Cointegration, Forward rate unbiasedness, Panel unit-root tests",

author = "Natalya Delcoure and John Barkoulas and Baum, \{Christopher F.\} and Atreya Chakraborty",

year = "2003",

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journal = "Global Finance Journal",

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T1 - The forward rate unbiasedness hypothesis reexamined

T2 - Evidence from a new test

AU - Delcoure, Natalya

AU - Barkoulas, John

AU - Baum, Christopher F.

AU - Chakraborty, Atreya

PY - 2003/5

Y1 - 2003/5

KW - Cointegration

KW - Forward rate unbiasedness

KW - Panel unit-root tests

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DO - 10.1016/S1044-0283(03)00006-1

M3 - Article

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SN - 1044-0283

VL - 14

SP - 83

EP - 93

JO - Global Finance Journal

JF - Global Finance Journal

IS - 1

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The forward rate unbiasedness hypothesis reexamined: Evidence from a new test

ASJC Scopus Subject Areas

Keywords

Access to Document

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