학술논문
Is the forward rate for the Greek drachma unbiased? A VECM analysis with both overlapping and non-overlapping data
Document Type
Academic Journal
Source
Journal of Financial Management & Analysis. Jan-June, 2012, Vol. 25 Issue 1, p27, 11 p.
Subject
Language
English
ISSN
0970-4205
Abstract
Abstract This paper uses cointegration techniques to test the hypothesis that the forward rate for the Greek drachma-US dollar exchange rate is an unbiased predictor of the future spot rate. [...]