Long Memory and Structural Breaks in the Forward Discount: An Empirical Investigation
| Year of publication: |
2005-02
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| Authors: | Choi, Kyongwook ; Zivot, Eric |
| Institutions: | Department of Economics, University of Washington |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Forthcoming in Journal of International Money and Finance Number UWEC-2005-02-FC |
| Source: |
Persistent link: https://www.econbiz.de/10005432266