Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model
Year of publication: |
1995
|
---|---|
Authors: | Chiang, Thomas C. |
Other Persons: | Jeanette Jin Chiang (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 47.1995, 4, p. 335-351
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Internationaler Finanzmarkt | International financial market | Zinsstruktur | Yield curve | Theorie | Theory | Welt | World | 1977-1992 |
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