Regime-switching behavior of the term structure of forward markets
Year of publication: |
2005
|
---|---|
Authors: | Tchernykh, Elena ; Branson, William H. |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Währungsderivat | Currency derivative | Zinsparität | Interest rate parity | Prognoseverfahren | Forecasting model |
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