The 34 references in paper John T. Barkoulas, Christopher F. Baum, Atreya Chakraborty (2000) “Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums” / RePEc:boc:bocoec:461

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9
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13
Engel, Charles (1996a), The forward discount anomaly and the risk premium: A survey of recent evidence, Journal of Empirical Finance, 3, 123-192.
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18
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21
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26
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27
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31
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32
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33
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34
Taylor, Mark P. and Lucio Sarno lag-length specification of order 36. The temporal behavior of the JLR test statistics is robust to alternative VECM lag orders for all currency panels (these results are avai
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