Forward and spot exchange rates in a bivariate TAR framework
Year of publication: |
2001
|
---|---|
Authors: | Dacco, Roberto ; Satchell, Stephen |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 7.2001, 2, p. 131-143
|
Subject: | Threshold autoregressive model | Währungsderivat | Currency derivative | US-Dollar | US dollar | Deutsche Mark | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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