Common stochastic trends between forward and spot exchange rates
Year of publication: |
1998
|
---|---|
Authors: | Luintel, Kul Bahadur |
Other Persons: | Paudyal, Krishna (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 17.1998, 2, p. 279-297
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätzung | Estimation | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | USA | United States | 1993 |
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