Studies on time series properties of forward discount in foreign exchange market / Aidil Rizal Shahrin

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Studies on time series properties of forward discount in foreign exchange market / Aidil Rizal Shahrin

Recent literature has suggested that one explanation of the forward bias puzzle is the validity of econometric inference in testing the forward rate unbiasedness hypothesis (FRUH), which results in biased or size distortion. This is due to the highly persistent behaviour of the forward discount. Tw...

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Bibliographic Details
Main Author:	Aidil Rizal, Shahrin
Format:	Thesis
Published:	2015
Subjects:	HG Finance
Online Access:	http://studentsrepo.um.edu.my/6122/ http://studentsrepo.um.edu.my/6122/4/aidil.pdf

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