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Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914

Komlos, John; Flandreau, Marc - 2006

We explore the efficiency of the forward Reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...

Persistent link: https://www.econbiz.de/10010439381

Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914

Komlos, John; Flandreau, Marc - 2002

We explore the efficiency of the forward reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...

Persistent link: https://www.econbiz.de/10010440957

Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876 - 1914

Komlos, John; Flandreau, Marc - 2002

Persistent link: https://www.econbiz.de/10013428528

Adjusting to the gold rush : endogenous bullion points and the French balance of payments ; 1848 - 1870

Flandreau, Marc - 1995

Persistent link: https://www.econbiz.de/10000919204

[Rezension von: Officer, Lawrence H., Between the dollar-sterling gold points]

Flandreau, Marc - In: The economic journal : the journal of the Royal … 108 (1998) 449, pp. 1223-1225

Persistent link: https://www.econbiz.de/10001349872

Les règles de la pratique : la Banque de France, le marché des métaux précieux et la naissance de l'étalon-or 1848 - 1876

Flandreau, Marc - In: Annales : histoire, sciences sociales 51 (1996) 4, pp. 849-872

Persistent link: https://www.econbiz.de/10001208036

Adjusting to the gold rush : endogenous bullion points and the French balance of payments 1846 - 1870

Flandreau, Marc - In: Explorations in economic history : EEH 33 (1996) 4, pp. 417-439

Persistent link: https://www.econbiz.de/10001209244

The French crime of 1873 : an essay on the emergence of the international gold standard, 1870-1880

Flandreau, Marc - In: The journal of economic history 56 (1996) 4, pp. 862-897

Persistent link: https://www.econbiz.de/10001213753

Does integration globalize?: Financial crises and financial geography 1831-1914

Flandreau, Marc; Hardach, Gerd - In: Economic globalization, international organizations and …, (pp. 107-118). 2000

Persistent link: https://www.econbiz.de/10001456298

Que l'acheteur se méfie! : Ou comment on gérait le risque souverain sous l'étalon or, 1871 - 1913

Flandreau, Marc - In: Globalisation et politiques économiques : les marges …, (pp. 235-252). 1999

Persistent link: https://www.econbiz.de/10001477031

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