Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables
Language: en
Pages: 0

Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables

Authors: Fabio Spagnolo
Categories:
Type: BOOK - Published: 2004 - Publisher:

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This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and co
Instrumental-variables Estimation in Markov Switching Models, with an Application to Testing the Unbiased Forward Exchange Rate Hypothesis
Language: en
Pages: 18

Instrumental-variables Estimation in Markov Switching Models, with an Application to Testing the Unbiased Forward Exchange Rate Hypothesis

Authors: Fabio Spagnola
Categories: Economics
Type: BOOK - Published: 2000 - Publisher:

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Testing the Unbiased Forward Rate Hypothesis
Language: en
Pages: 110

Testing the Unbiased Forward Rate Hypothesis

Authors: Rami Nabil Rishani
Categories:
Type: BOOK - Published: 2008 - Publisher:

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According to the unbiased forward exchange rate hypothesis, the forward exchange rate is an unbiased predictor of the spot exchange rate observed one period lat
The Journal of the Korean Economy
Language: en
Pages: 346

The Journal of the Korean Economy

Authors:
Categories: Economics
Type: BOOK - Published: 2006 - Publisher:

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Palgrave Handbook of Econometrics
Language: en
Pages: 1432

Palgrave Handbook of Econometrics

Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2009-06-25 - Publisher: Palgrave Handbook of Econometr

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Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics.