Forward rates as predictors of future spot rates : an econometric explanation for sign reversal
Year of publication: |
1994
|
---|---|
Authors: | Oh, Young-Taek |
Other Persons: | Pippenger, John E. (contributor) |
Published in: |
Journal of economic development. - Seoul, Korea, ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 19.1994, 1, p. 185-200
|
Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Großbritannien | United Kingdom | Deutschland | Germany | Kanada | Canada | Japan | Frankreich | France | Italien | Italy | Niederlande | Netherlands | Schweiz | Switzerland | 1973-1981 |
-
Structural changes in foreign exchange markets
Akiba, Hiroya, (1994)
-
New panel unit root tests of PPP
Coakley, Jerry, (1997)
-
Are dollar exchange rates cointegrated after all?
Girardin, Eric, (1997)
- More ...
-
Forward rates as predictors of future spot rates : an econometric explanation for sign reversal
Oh, Young-Taek, (1994)
-
The unbiased expectations hypothesis in the forward foreign exchange market : an empirical analysis
Oh, Young-Taek, (1990)
-
THE CASE FOR FREELY FLUCTUATING EXCHANGE RATES:SOME EVIDENCE
PIPPENGER, JOHN E., (1973)
- More ...