Intertemporal causality and on the prediction of future spot rates from forwarded currency rates
Year of publication: |
1998
|
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Authors: | Ghosh, Asim K. |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 5.1998, p. 181-191
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Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Theorie | Theory | USA | United States | 1989-1992 |
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