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http://hdl.handle.net/10419/39639
  

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dc.contributor.authorZhou, Suen_US
dc.contributor.authorKutan, Ali M.en_US
dc.date.accessioned2010-09-01T09:49:04Z-
dc.date.available2010-09-01T09:49:04Z-
dc.date.issued2002en_US
dc.identifier.urihttp://hdl.handle.net/10419/39639-
dc.description.abstractThis 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.-
dc.language.isoengen_US
dc.publisherZEI Bonnen_US
dc.relation.ispartofseriesZEI working paper B 06-2002en_US
dc.subject.jelF31-
dc.subject.jelG15-
dc.subject.ddc330en_US
dc.subject.keywordAsymmetry in forward exchange rate bias-
dc.subject.keywordForward rate anomaly-
dc.subject.stwDevisentermingeschäften_US
dc.subject.stwWechselkursen_US
dc.subject.stwSchätzungen_US
dc.subject.stwUS-Dollaren_US
dc.subject.stwWelten_US
dc.titleIs there asymmetry in forward exchange rate bias? Multi-country evidenceen_US
dc.typeWorking Paperen_US
dc.identifier.ppn34713713Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:zeiwps:B062002-
Appears in Collections:ZEI Working Papers, Zentrum für Europäische Integrationsforschung, Universität Bonn

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