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Cointegration and Forward and Spot Exchange Rate Regressions

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  • Eric Zivot

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  • Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Working Papers 0069, University of Washington, Department of Economics.
    • Handle: RePEc:udb:wpaper:0069
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    File URL: http://faculty.washington.edu/ezivot/forward.pdf
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    Cited by:

    1. Chinn, Menzie D. & Meredith, Guy, 2000. "Testing uncovered interest parity at short and long horizons," HWWA Discussion Papers 102, Hamburg Institute of International Economics (HWWA).
    2. Ali Farhan Chaudhry & Mian Muhammd Hanif & Sameera Hassan & Muhammad Irfan Chani, 2019. "Efficiency of the Black Foreign Exchange Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(2), pages 165-174, February.
    3. Neil Kellard & Paul Newbold & Tony Rayner, 2001. "Evaluating currency market efficiency: are cointegration tests appropriate?," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 681-691.
    4. Chigira, Hiroaki, 2006. "A test of serial independence of deviations from cointegrating relations," Economics Letters, Elsevier, vol. 92(1), pages 52-57, July.

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