Is the forward rate for the Greek drachnma unbiased? : a VECM analysis with both overlapping and non-overlapping data
Nikolaos Zacharatos and Charles Sutcliffe
| Year of publication: |
2012
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|---|---|
| Authors: | Zacharatos, Nikolaos ; Sutcliffe, Charles M. S. |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 25.2012, 1, p. 27-37
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| Subject: | Griechenland | Greece | Theorie | Theory | Kointegration | Cointegration | Währungsderivat | Currency derivative | VAR-Modell | VAR model | Systematischer Fehler | Bias |
| 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/10009686008