Title of article :
Testing forward rate unbiasedness allowing for persistent regressors
Author/Authors :
Wei Liu، نويسنده , , Alex Maynard، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2005
Pages :
16
From page :
613
To page :
628
Keywords :
Forward premium , Local-to-unity , predictability , Near-unit root , Uncovered Interest Parity
Journal title :
Journal of Empirical Finance
Serial Year :
2005
Journal title :
Journal of Empirical Finance
Record number :
130814
Link To Document :
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