## Abstract It is widely accepted that long‐term interest rates are more suitable for testing the Uncovered Interest Rate Parity (UIP) than shorter‐term rates. This paper shows that while using longer‐term (1‐year) forward exchange rates are also more suitable than shorter‐term rates (1‐month) for
✦ LIBER ✦
Exogeneity and forward rate unbiasedness
✍ Scribed by Stefan C. Norrbin; Kevin L. Reffett
- Book ID
- 116116620
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 463 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0261-5606
No coin nor oath required. For personal study only.
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