Liquidity in the Forward Exchange Market: Technical Appendix Abstract : This appendix provides two fully worked out examples of solving nonlinear stochastic first order efficiency conditions using methods of Chrisiano (1990, 1991).

Year of publication:	1995
Authors:	Moore, Michael J ; Roche, Maurice
Institutions:	Department of Economics, National University of Ireland

Series:	Economics, Finance and Accounting Department Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	17 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005656612