Further tests on the forward exchange rate unbiasedness hypothesis

Simon Sosvilla-Rivero

No 91-30, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Abstract: In this paper we reexamine the evidence on the forward rate unbiasedness hypothesis for the main currencies vis-à-vis the U.S. Dollar exchange rate using the Phillips and Hansen (1990) estimation and inference procedure.

Keywords: Exchange Rate; Unbiasedness. (search for similar items in EconPapers)
Pages: 25 pages
Date: 1991
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Related works:
Journal Article: Further tests on the forward exchange rate unbiasedness hypothesis (1992)
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