Non Linear Error Correction in Spot and Forward Exchange Rates
Year of publication: |
2001-02
|
---|---|
Authors: | McMillan, David ; Black, Angela J |
Institutions: | Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews |
Subject: | Non-Linear Error-Correction | Forecasting | Spot and Forward Exchange Rates |
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