A large empirical literature has tested the unbiasedness hypothesis in the foreign-exchange market with the use of forward exchange rates. This article amends the conventional testing framework to exploit the information in currency options, with a newly constructed data set for three major dollar e
โฆ LIBER โฆ
On the unbiasedness of the forward rate in the Singapore foreign exchange market
โ Scribed by Gan, Wee-Beng; Soon, Lee-Ying
- Book ID
- 127083283
- Publisher
- Taylor and Francis Group
- Year
- 1997
- Tongue
- English
- Weight
- 176 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0960-3107
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