The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests

DOI10.1007/s11147-004-4811-7zbMath1074.91011OpenAlexW2094424928MaRDI QIDQ1774554

David Menachof, Manolis G. Kavussanos, Ilias D. Visvikis

Publication date: 17 May 2005

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-004-4811-7

zbMATH Keywords

cointegrationunbiasednessforward marketsshipping

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• Co-Integration and Error Correction: Representation, Estimation, and Testing
• An equilibrium characterization of the term structure
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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