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Asymmetry in forward exchange rate bias: A puzzling result

  • Yangru Wu
  • Hua Zhang

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3VVVRRT-16/2/8ecb360eb53af6016cac2a21526a17c1
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 50 (1996)
Issue (Month): 3 (March)
Pages: 407-411

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Handle: RePEc:eee:ecolet:v:50:y:1996:i:3:p:407-411
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
  2. Bennett T. McCallum, 1992. "A Reconsideration of the Uncovered Interest Parity Relationship," NBER Working Papers 4113, National Bureau of Economic Research, Inc.
  3. Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
  4. Yangru Wu & Hua Zhang, 1997. "Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 609-623, August.
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