Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Axel Grossmann; Marc W. Simpson
| Year of publication: |
2015
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| Authors: | Grossmann, Axel ; Simpson, Marc W. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 55.2015, p. 124-139
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| Subject: | British pound | Euro | Forward prediction error | Deviations from PPP | Bid-ask spreads | Forward asymmetries | Kaufkraftparität | Purchasing power parity | Großbritannien | United Kingdom | Geld-Brief-Spanne | Bid-ask spread | Prognoseverfahren | Forecasting model | Währungsderivat | Currency derivative | Pfund Sterling | Pound Sterling | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10011334657