Template-Type: ReDIF-Paper 1.0
Title: Why the forward rate is a biased predictor of the future spot rate if
  	investors are riskneutral
Author-Name: Schmidt,Roland
Author-WorkPlace-Name: University of Bonn
Classification-JEL: E49,E59
Keywords: Monetary policy,Mean-variance model,Future spot rate, Inflation
  	risk,Forward rate,Risk premium
Series: Sonderforschungsbereich 303
  Creation-Date: 1993-01
Handle: RePEc:bon:bonsfb:237