Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michele Fratianni, 2004. "Borders and the Constraints on Globalization," Working Papers 2004-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Radim Gottwald, 2015. "The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates," MENDELU Working Papers in Business and Economics 2015-52, Mendel University in Brno, Faculty of Business and Economics.
More about this item
Keywordsdepreciation; forward premium; cointegration; interest rate differential; inflation rate differential; nonstationarity;
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