Some alternative tests of forward exchange rates as predictors of future spot rates
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 3 (1984)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Thomas Chiang & Thomas Hindelang, 1988. "Forward rate, spot rate and risk premium: An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 74-88, March.
- Kenneth A. Froot & Jeffrey A. Frankel, 1989. "Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations," NBER Working Papers 1963, National Bureau of Economic Research, Inc.
- HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June.
- Gross, Martin, 1985. "A test of the efficiency of the aluminium and copper markets at the London Metal Exchange," Kiel Working Papers 243, Kiel Institute for the World Economy.
- Dimitris Kenourgios, 2005. "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance 0512015, EconWPA.
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