Some answers to puzzles in, testing unbiasedness in the foreign exchange market

Applied Financial Economics

Volumn 12, Issue 10, 2002, Pages 687-696

  Barnhart, Scott W ^a   McNown, Robert ^b   Wallace, Myles S ^c  

^a FLORIDA ATLANTIC UNIVERSITY   (United States)

^b UNIVERSITY OF COLORADO   (United States)

^c CLEMSON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; TESTING METHOD;

EID: 0036794371     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110039782     Document Type: Article

References (22)

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3. Misleading inferences from panel unit root tests with an illustration from purchasing power parity
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5. Conditional variance and the risk premium in the foreign exchange market
6. Forward and spot exchange rates
7. Exchange rates, prices, and money: Lessons from the 1920's
8. Flexible exchange rates, prices, and the role of 'new's: Evidence from the 1970s
9. Anomalies
10. Understanding spot and forward exchange rate regressions
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12. Rationality of survey data and tests for market efficiency in the foreign exchange markets
13. A reconsideration of the uncovered interest rate parity condition
14. Empirical assessment of foreign currency risk premiums
15. Statistical inference in regressions with integrated processes
16. Estimating long-run economic equilibria
17. Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
18. Real exchange rates under the recent float: Unequivocal evidence of mean reversion
19. Inference in linear time series with some unit roots
20. The behavior of real exchange rates during the post Bretton Woods period
21. Foreign exchange market efficiency revisited