An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market

DOI10.1007/0-387-71163-5_9zbMath1311.91152OpenAlexW117539074MaRDI QIDQ5424409

Fabio Spagnolo, Emilio Russo, Rogemar S. Mamon

Publication date: 5 November 2007

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-71163-5_9

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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