The forward premium anomaly and the trend behavior of the exchange rates

DOI10.1016/S0165-1765(02)00053-8zbMATH Open1031.91097MaRDI QIDQ1607280FDOQ1607280

Authors: Su Zhou 

Publication date: 31 July 2002

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

Forward premium anomalyForward rate unbiasedness hypothesisPeso problem

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

Cited In (5)

• The forward rate premium puzzle: a case of misspecification?1)
• LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY
• Investor overconfidence and the forward premium puzzle
• Testing the persistence of the forward premium: structural changes or misspecification?
• Forward and spot exchange rates in a multi-currency world

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