Testing the unbiased forward exchange rate hypothesis using a markov switching model and instrumental variables

Journal of Applied Econometrics

Volumn 20, Issue 3, 2005, Pages 423-437

  Spagnolo, Fabio ^a   Psaradakis, Zacharias ^b   Sola, Martin ^b,c  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

^c UNIVERSIDAD TORCUATO DI TELLA   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20744442433     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.773     Document Type: Article

References (16)

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