Work

Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients

Year: 1991

Type: article

Abstract: Scott W. Barnhart, Andrew C. Szakmary, Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 2 (Jun., 1991), pp. 245-267

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331268

Authors: Scott W. Barnhart, Andrew C. Szakmary

Institutions: Florida Atlantic University, Southern Illinois University Carbondale

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2146466646

FWCI: 17.75

Cites: 1

Cited by: 160

Related to: 10