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

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)83-93
Number of pages11
JournalGlobal Finance Journal
Volume14
Issue number1
DOIs
StatePublished - May 2003

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Cointegration
  • Forward rate unbiasedness
  • Panel unit-root tests

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