Sutcliffe, C.M. and Zacharatos, N. (2002) Is the forward rate for the Greek Drachma unbiased? A VECM analysis with both overlapping and non-overlapping data. Journal of Financial Management and Analysis, 15 (1), 27-37.
Record type:
Article
Abstract
This paper uses cointegration techniques to test the hypothesis that the forward rate for the Greek drachma-US dollar exchange rate is an unbiased predictor of the future spot rate.
This record has no associated files available for download.
More information
Published date: 2002
Additional Information:
Also available as a working paper from University of Southampton, Department of Accounting and Management Science
Related URLs:
Keywords:
exchange rate, economic models
Identifiers
Local EPrints ID: 35830
URI: http://eprints.soton.ac.uk/id/eprint/35830
PURE UUID: 095d4f32-dbd1-4eeb-8d53-abb66be23e53
Catalogue record
Date deposited: 24 May 2006
Last modified: 11 Dec 2021 15:30
Export record
Contributors
Author:
C.M. Sutcliffe
Author:
N. Zacharatos
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.