An error-correction model for forecasting changes in foreign currency futures spreads
by Stephen E. Wilcox and John M. Geppert
| Year of publication: |
2007
|
|---|---|
| Authors: | Wilcox, Stephen E. ; Geppert, John M. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 31.2007, 1, p. 122-142
|
| Subject: | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Zins | Interest rate | Kointegration | Cointegration | Yen | Pfund Sterling | Pound Sterling | Prognoseverfahren | Forecasting model | USA | United States | 1990-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003611759