New Evidence on the Forward Unbiasedness Hypothesis in the Foreign-Exchange Market

Journal of Futures Markets - United States
doi 10.1002/fut.20211
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley-Blackwell

Related search

The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and Cointegration Analysis

Modern Economy
2013English

The Impact of Interest Rate Changes on the Islamic Foreign Exchange Forward in the Malaysian Derivative Market

Jurnal Pengurusan
AccountingManagementInternational ManagementBusiness
2019English

Convertibility Restriction in China's Foreign Exchange Market and Its Impact on Forward Pricing

SSRN Electronic Journal
2012English

Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

Journal of Applied Economics
EconomicsEconometricsFinance
2004English

The Forward Premium Anomaly in THE Foreign Exchange Markets

International Journal of Academic Research in Business and Social Sciences
2013English

Day of the Week Effect on Foreign Exchange Market Volatility: Evidence From Turkey

Research in International Business and Finance
AccountingManagementFinanceBusiness
2007English

Determination of China’s Foreign Exchange Intervention: Evidence From the Yuan/Dollar Market

Studies in Economics and Finance
EconomicsEconometricsFinance
2017English

Spot and Forward Volatility in Foreign Exchange

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2011English

Asymmetric Information in the Interbank Foreign Exchange Market

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy