Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

John Barkoulas, Christopher Baum and Atreya Chakraborty ()

Journal of Macroeconomics, 2003, vol. 25, issue 1, 109-122

Date: 2003
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Working Paper: Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmacro:v:25:y:2003:i:1:p:109-122

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