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Applied Economics Volume 44, 2012 - Issue 11
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Original Articles

A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks

Abdulnasser Hatemi-J Department of Economics and Finance, UAE University, Al-Ain, United Arab Emirates
&
Eduardo Roca Department of Accounting, Finance and Economics, Griffith University, Nathan, Brisbane, QLD 4111, AustraliaCorrespondence[email protected]
Pages 1443-1448 | Published online: 01 Mar 2011

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Wanling Zhong, Yunjie Fu & Wei Ma. (2021) A Revisit on the Validity of the Uncovered Interest Rate Parity-Evidence from Time-Varying Parameter Models. Applied Economics 53:48, pages 5518-5534.
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Articles from other publishers (1)

Daiki Maki. (2012) Tests for cointegration allowing for an unknown number of breaks. Economic Modelling 29:5, pages 2011-2015.
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