Cookies?
Library Header Image
LSE Research Online LSE Library Services

Testing forward exchange rate unbiasedness efficiently : a semiparametric approach

Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2004) Testing forward exchange rate unbiasedness efficiently : a semiparametric approach. Journal of Applied Economics, 7 (2). pp. 325-353. ISSN 1514-0326

Full text not available from this repository.
Item Type: Article
Divisions: STICERD
Economics
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models
Date Deposited: 27 Apr 2007
Last Modified: 13 Sep 2024 21:45
URI: http://eprints.lse.ac.uk/id/eprint/1470

Actions (login required)

View Item View Item