Intertemporal causality and on the prediction of future spot rates from forwarded currency rates
Asim Ghosh
| Year of publication: |
1998
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|---|---|
| Authors: | Ghosh, Asim K. |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 5.1998, p. 181-191
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| Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Theorie | Theory | USA | United States | 1989-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001404505