Prediction of future currency exchange rates from current currency futures prices : the case of GM and JY
Year of publication: |
1994
|
---|---|
Authors: | Jabbour, George M. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 1, p. 25-36
|
Subject: | Wechselkurs | Exchange rate | Prognose | Forecast | Währungsderivat | Currency derivative | Theorie | Theory | Schätzung | Estimation | Welt | World | 1985-1987 |
-
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie, (2023)
-
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon, (2017)
-
Chinn, Menzie David, (1991)
- More ...
-
The option trader handbook : strategies and trade adjustments
Jabbour, George M., (2010)
-
An economic manifesto for the oil exporting countries of the Persian Gulf
Askari, Hossein, (2006)
-
Structural default modeling : a lattice-based approach
Jabbour, George M., (2010)
- More ...