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The forward premium anomaly and the trend behavior of the exchange rates - MaRDI portal

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

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Publication:1607280

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DOI10.1016/S0165-1765(02)00053-8zbMath1031.91097MaRDI QIDQ1607280

Publication date: 31 July 2002

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

zbMATH Keywords

Peso problem Forward premium anomaly Forward rate unbiasedness hypothesis

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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