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Spot-forward cointegration, structural breaks and FX market unbiasedness》.pdf
Int. Fin. Markets, Inst. and Money 17 (2007) 58–78
Spot-forward cointegration, structural breaks
and FX market unbiasedness
O. Miguel Villanueva ∗
Department of Economics and Finance, University of Wyoming, Laramie, WY 82071-3985, USA
Received 22 June 2005; accepted 23 August 2005
Available online 3 October 2005
Abstract
FX market unbiasedness requires spot-forward cointegration with
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