Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Version of Record online: 14 APR 2005
Copyright © 2005 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 20, Issue 3, pages 423–437, March/April 2005
How to Cite
Spagnolo, F., Psaradakis, Z. and Sola, M. (2005), Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables. J. Appl. Econ., 20: 423–437. doi: 10.1002/jae.773
- Issue online: 14 APR 2005
- Version of Record online: 14 APR 2005
- Manuscript Revised: 23 OCT 2003
- Manuscript Received: 26 NOV 2001
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