Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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