Why does the spot-forward discount fail to predict changes in future spot rates?
Year of publication: |
1997
|
---|---|
Authors: | Goodhart, Charles A. E. |
Other Persons: | McMahon, Patrick C. (contributor) ; Ngama, Yerima Lawan (contributor) |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 2.1997, 2, p. 121-129
|
Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World | 1975-1987 |
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