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Further tests on the forward exchange rate unbiasedness hypothesis

✍ Scribed by Simón Sosvilla-Rivero; Young B. Park

Book ID
116101324
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
429 KB
Volume
40
Category
Article
ISSN
0165-1765

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📜 SIMILAR VOLUMES

The forward rate unbiasedness hypothesis
The forward rate unbiasedness hypothesis revisited
✍ W.A. Razzak 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

## 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