Whether Forward Exchange Rate is an Unbiased Predictor for Future Spot Rate: an Empirical Study for testing SEH

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Whether Forward Exchange Rate is an Unbiased Predictor for Future Spot Rate: an Empirical Study for testing SEH

Abstract This dissertation aims to investigate the relationship with forward exchange rate and future spot exchange rate by six bilateral exchange rates from ERM crisis happened (1992) to the end of credit crisis (2009). The empirical test in this paper based on Fama’s equation with unit root test (...

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Bibliographic Details
Main Author:	Shuailin, Wu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24095/

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