Journal of Financial and Quantitative Analysis Vol. 26 No. 2 1991

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

Scott W. Barnhart¹; Andrew C. Szakmary²

¹ Florida Atlantic University · ² Southern Illinois University Carbondale

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

DOI

10.2307/2331268

Volume

26

Issue

2

Pages

245

Sources

crossref openalex

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