Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies
Banamber Mishra ; Matiur Rahman ; Steve Caples
| Year of publication: |
1992
|
|---|---|
| Authors: | Mishra, Banamber |
| Other Persons: | Rahman, A. K. M. Matiur (contributor) ; Caples, Stephen C. (contributor) |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 3.1992, 2, p. 171-180
|
| Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Theorie | Theory | 1987-1989 |
| 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/10001136751