Forward Premiums and Market Efficiency: Panel Unit-Root Evidence from the Term Structure of the Forward Premiums

Authors

John Barkoulas, Georgia Southern UniversityFollow
C. F. BaumFollow
Atreya Chakraborty, University of Massachusetts BostonFollow

Document Type

Article

Publication Date

3-2003

Publication Title

Journal of Macroeconomics

DOI

10.1016/S0164-0704(03)00009-0

Recommended Citation

Barkoulas, John, C. F. Baum, Atreya Chakraborty. 2003. "Forward Premiums and Market Efficiency: Panel Unit-Root Evidence from the Term Structure of the Forward Premiums." Journal of Macroeconomics, 25 (1): 109-122: Elsevier. doi: 10.1016/S0164-0704(03)00009-0 source: https://www.sciencedirect.com/science/article/pii/S0164070403000090?via%3Dihub
https://digitalcommons.georgiasouthern.edu/finance-facpubs/16

Copyright

Copyright belongs to Elsevier. Information regarding the dissemination and usage of journal articles can be accessed through the following links.Â

• Open access licenses
• Article Sharing
• Journal Embargo Period List