Spot-forward cointegration, structural breaks and FX market unbiasedness
Year of publication: |
2007
|
---|---|
Authors: | Villanueva, O. Miguel |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 17.2007, 1, p. 58-78
|
Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Kointegration | Cointegration | Strukturbruch | Structural break | USA | United States | 1975-2005 |
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