Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Year of publication: |
2015
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Authors: | Grossmann, Axel ; Simpson, Marc W. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 55.2015, p. 124-139
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Subject: | British pound | Euro | Forward prediction error | Deviations from PPP | Bid-ask spreads | Forward asymmetries | Kaufkraftparität | Purchasing power parity | Geld-Brief-Spanne | Bid-ask spread | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | Pfund Sterling | Pound Sterling | Währungsderivat | Currency derivative | EU-Staaten | EU countries | Eurozone | Euro area | Theorie | Theory |
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