Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175): Difference between revisions

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Latest revision as of 12:22, 18 December 2024

scientific article
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Testing the persistence of the forward premium: structural changes or misspecification?
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    Testing the persistence of the forward premium: structural changes or misspecification? (English)
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    23 May 2019
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    forward premium puzzle
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    unit roots with structural changes
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    predictability
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    forward rate unbiasedness hypothesis
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    persistence
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