Cointegration and forward and spot exchange rate regressions
Eric Zivot
| Year of publication: |
2000
|
|---|---|
| Authors: | Zivot, Eric |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 6, p. 785-812
|
| Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international money and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001527343