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Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients

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Author Info
Barnhart, Scott W.
Szakmary, Andrew C.
Abstract

In this paper, we demonstrate that the conflicting results found in the literature of tests of the unbiased forward rate hypothesis (UFRH) depend upon the econometric specification used as well as differences in the time period of estimation. It is established that the time series properties of spot and forward exchange rate data rule out certain econometric specifications used to test the UFRH. Specifically, we find that both spot and forward exchange rates for the U.K., Germany, Japan, and Canada have unit roots and are cointegrated. We also find that the co-integrating parameter in the regression of realized spot on forward rates for each currency is approximately one, implying that researchers who use this specification to test the UFRH may falsely accept the hypothesis simply because of the specification used in the test. Using an alternative error correction specification, we find that the UFRH is resoundingly rejected for all currencies and that the coefficients in this specification exhibit temporal instability. More importantly, we find that the evolution of the estimated parameters is becoming increasingly inconsistent with the UFRH with the passage of time. We conclude the paper with an investigation into potential causes for the gross violation of the UFRH.

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Publisher Info
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 26 (1991)
Issue (Month): 02 (June)
Pages: 245-267
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Handle: RePEc:cup:jfinqa:v:26:y:1991:i:02:p:245-267_00

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  1. Federico Bandi & Benoit Perron, 2003. "Long memory and the relation between implied and realized volatility," Econometrics 0305004, EconWPA. [Downloadable!]
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  2. Bennett T. McCallum, 1994. "A Reconsideration of the Uncovered Interest Parity Relationship," NBER Working Papers 4113, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, EconWPA. [Downloadable!]
  4. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]
  5. Hubert De La Bruslerie & Jean Mathis, 1997. "Analyse de la relation entre primes de terme et prime de change dans un cadre d'équilibre international," Annales d'Economie et de Statistique, ADRES, issue 46, pages 04, Avril-Jui. [Downloadable!]
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