Common stochastic trends between forward and spot exchange rates
K. B. Luintel ; K. Paudyal
| Year of publication: |
1998
|
|---|---|
| Authors: | Luintel, Kul Bahadur |
| Other Persons: | Paudyal, Krishna (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 17.1998, 2, p. 279-297
|
| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätzung | Estimation | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | USA | United States | 1993 |
| 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/10001246606