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fg2109
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Joined: June 22nd, 2010, 5:28 pm

forward rates for foreign exchange

June 27th, 2011, 3:38 pm

where can I find historical data series of forward rate for exchange rates? I am trying to test the Fama regression that shows the forward premium bias. Thanks!
 
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Honeyoak
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Joined: August 9th, 2010, 5:16 pm

forward rates for foreign exchange

July 9th, 2011, 1:32 pm

if you have a local university, I strongly suggest that you "borrow" their Bloomberg or Datastream terminal for 2 mins.