Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the persistence of the forward premium: structural changes or misspecification? |
scientific article |
Statements
Testing the persistence of the forward premium: structural changes or misspecification? (English)
0 references
23 May 2019
0 references
forward premium puzzle
0 references
unit roots with structural changes
0 references
predictability
0 references
forward rate unbiasedness hypothesis
0 references
persistence
0 references
