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Testing for non-linear dependence in inter-war exchange rates
Peel, David - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 130 (1994) 2, pp. 391-417
Persistent link: https://www.econbiz.de/10001163322
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Nonlinear error correction in spot and forward exchange rates
McMillan, David G.; Black, Angela J. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 4, pp. 738-750
Persistent link: https://www.econbiz.de/10001634496
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Shorter Papers & Comments - Nonlinear Error Correction in Spot and Forward Exchange Rates
McMillan, David G.; Black, Angela J. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 4, pp. 737-750
Persistent link: https://www.econbiz.de/10006561881