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https://hdl.handle.net/10419/39639
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Zhou, Su | en |
dc.contributor.author | Kutan, Ali M. | en |
dc.date.accessioned | 2010-09-01T09:49:04Z | - |
dc.date.available | 2010-09-01T09:49:04Z | - |
dc.date.issued | 2002 | - |
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 notsensitive to whether the forward U.S. dollar is quoted at a premium or a discount. It is argued that thereported finding of so-called asymmetry in forward exchange rate bias in earlier work is simply due to theinclusion of a sample period during which a forward rate anomaly exists. | en |
dc.language.iso | eng | en |
dc.publisher | |aRheinische Friedrich-Wilhelms-Universität Bonn, Zentrum für Europäische Integrationsforschung (ZEI) |cBonn | en |
dc.relation.ispartofseries | |aZEI Working Paper |xB 06-2002 | en |
dc.subject.jel | F31 | en |
dc.subject.jel | G15 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Asymmetry in forward exchange rate bias | en |
dc.subject.keyword | Forward rate anomaly | en |
dc.subject.stw | Devisentermingeschäft | en |
dc.subject.stw | Wechselkurs | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | US-Dollar | en |
dc.subject.stw | Welt | en |
dc.title | Is there asymmetry in forward exchange rate bias? Multi-country evidence | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 824417682 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:zeiwps:B062002 | en |
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