Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

By Fabio Spagnolo, Zacharias Psaradakis, M. Solá. 2003

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/33d88622720408fe94240fc10142c6abeedd3b64