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Rheinische Friedrich-Wilhelms-Universität Bonn >
Zentrum für Europäische Integrationsforschung (ZEI), Universität Bonn >
ZEI Working Papers, Zentrum für Europäische Integrationsforschung, Universität Bonn >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/39639
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Zhou, Su | | en_US |
| dc.contributor.author | | Kutan, Ali M. | | en_US |
| dc.date.accessioned | | 2010-09-01T09:49:04Z | | - |
| dc.date.available | | 2010-09-01T09:49:04Z | | - |
| dc.date.issued | | 2002 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/39639 | | - |
| dc.description.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. | | - |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | ZEI Bonn | | en_US |
| dc.relation.ispartofseries | | ZEI working paper B 06-2002 | | en_US |
| dc.subject.jel | | F31 | | - |
| dc.subject.jel | | G15 | | - |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Asymmetry in forward exchange rate bias | | - |
| dc.subject.keyword | | Forward rate anomaly | | - |
| dc.subject.stw | | Devisentermingeschäft | | en_US |
| dc.subject.stw | | Wechselkurs | | en_US |
| dc.subject.stw | | Schätzung | | en_US |
| dc.subject.stw | | US-Dollar | | en_US |
| dc.subject.stw | | Welt | | en_US |
| dc.title | | Is there asymmetry in forward exchange rate bias? Multi-country evidence | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 34713713X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:zeiwps:B062002 | | - |
| Appears in Collections: | | ZEI Working Papers, Zentrum für Europäische Integrationsforschung, Universität Bonn
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