Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

Journal of Macroeconomics

Volumn 25, Issue 1, 2003, Pages 109-122

  Barkoulas, John ^a,b   Baum, Christopher F ^c   Chakraborty, Atreya ^d  

^a UNIVERSITY OF TENNESSEE   (United States)

^b Athens Laboratory of Business Administration   (Greece)

^c BOSTON COLLEGE   (United States)

^d THE BRATTLE GROUP   (United States)

Author keywords

Currency risk premium; Foreign exchange market efficiency; Forward premium; Panel unit root tests

Indexed keywords

EID: 0346903216     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0164-0704(03)00009-0     Document Type: Article

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