Is the forward rate for the Greek Drachma unbiased? A VECM analysis with both overlapping and non-overlapping data
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.
Download
Full text not available from this repository.
Description/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.
| Item Type: | Article |
|---|---|
| Additional Information: | Also available as a working paper from University of Southampton, Department of Accounting and Management Science |
| ISSNs: | 0970-4205 (print) |
| Related URLs: | |
| Keywords: | exchange rate, economic models |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
| Divisions: | University Structure - Pre August 2011 > School of Management |
| Item ID: | 35830 |
| Date Deposited: | 24 May 2006 |
| Last Modified: | 02 Mar 2012 12:48 |
| Contributors: | Sutcliffe, C.M. (Author) Zacharatos, N. (Author) |
| Date: | 2002 |
| Additional Information: | Also available as a working paper from University of Southampton, Department of Accounting and Management Science |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/35830 |
Actions (login required)
 |
View Item |
