An empirical analysis of relationships between the forward exchange rates and present and future spot exchange rates : example of CZK/USD and CZK/EUR
Josef Arlt, Martin Mandel
| Year of publication: |
2017
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|---|---|
| Authors: | Arlt, Josef ; Mandel, Martin |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 67.2017, 3, p. 199-220
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| Subject: | forward and spot exchange rates | unbiasedness hypothesis | interest rate differentials | co-integration | exogeneity | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Japan | Welt | World | Zeitreihenanalyse | Time series analysis |
| 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/10011720711