@techreport{Zhou2002there,
abstract = {This study illustrates that the empirical rejection of the forward rate unbiasedness hypothesis is not
sensitive to whether the forward U.S. dollar is quoted at a premium or a discount. It is argued that the
reported finding of so-called asymmetry in forward exchange rate bias in earlier work is simply due to the
inclusion of a sample period during which a forward rate anomaly exists.},
address = {Bonn},
author = {Su Zhou and Ali M. Kutan},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {F31; G15; 330; Asymmetry in forward exchange rate bias; Forward rate anomaly; Devisentermingesch\"{a}ft; Wechselkurs; Sch\"{a}tzung; US-Dollar; Welt},
language = {eng},
number = {B 06-2002},
publisher = {ZEI},
title = {Is there asymmetry in forward exchange rate bias? Multi-country evidence},
type = {ZEI working paper},
url = {http://hdl.handle.net/10419/39639},
year = {2002}
}
