Cointegration and forward and spot exchange rate regressions

Journal of International Money and Finance

Volumn 19, Issue 6, 2000, Pages 785-812

  Zivot, Eric ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Cointegration; Exchange rates; Forward rate unbiasedness hypothesis; Weak exogeneity

Indexed keywords

EID: 0034389383     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00031-0     Document Type: Article

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