Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation
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Bibliographic InfoArticle provided by Springer in its journal Open Economies Review.
Volume (Year): 3 (1992)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=100323
depreciation; forward premium; cointegration; interest rate differential; inflation rate differential; nonstationarity;
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