Unit roots tests : evidence from the foreign exchange futures market
Year of publication: |
1987
|
---|---|
Authors: | Doukas, John A. |
Other Persons: | Rahman, Abdul H. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 1, p. 101-108
|
Subject: | Wechselkurs | Exchange rate |
-
Fiscal policies and the dollar-pound exchange rate : 1870 - 1984
Grilli, Vittorio U., (1987)
-
Worldwide inflation and international monetary reform : exchange rates or interest rates?
McKinnon, Ronald I., (2011)
-
Has global competition changed US export pricing?
Ceglowski, Janet Eve, (2012)
- More ...
-
Foreign currency futures and monetary policy announcements : an intervention analysis
Doukas, John A., (1986)
-
Random walk and breaking trend in financial series : an economic critique of unit root tests
Rahman, Abdul H., (2008)
-
The subjective valuation of indexed stock options and their incentive effects
Calvet, A. L., (2006)
- More ...