The forward bias in the ECU: Peso risks vs. fads and fashions

Journal of Banking and Finance

Volumn 30, Issue 8, 2006, Pages 2409-2432

  Sercu, Piet ^a   Vinaimont, Tom ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

ECU; ERM; Forward bias; Peso problem; Tests; Uncovered interest parity

Indexed keywords

EID: 33746010906     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.10.001     Document Type: Article

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