The unbiased forward rate hypothesis re-examined
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References listed on IDEAS
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- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, March.
- John F. O. Bilson, 1980.
"The "Speculative Efficiency" Hypothesis,"
NBER Working Papers
0474, National Bureau of Economic Research, Inc.
- Wolff, Christian C P, 1987.
" Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach,"
Journal of Finance,
American Finance Association, vol. 42(2), pages 395-406, June.
- Wolff, Christian C, 1987. "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," CEPR Discussion Papers 189, C.E.P.R. Discussion Papers.
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