Peter C.B. Phillips
;
James W. McFarland
;
Patrick C. McMahon

Robust tests of forward exchange market efficiency with empirical evidence fr...

This paper provides a robust statistical approach to testing the unbiasedness hypothesis in forward exchange market efficiency studies. The methods we use allow us to work...

DOI:10.15456/jae.2022313.1132911299
- TXT
- pmm