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

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

read more

Datasets: 1

Followers: 0

Total Views: 12k

Recent Views: 201

Publication Year

Volumes

Formats

close