The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
by Chang Kun Chung
Year of publication: |
1992
|
---|---|
Authors: | Chung, Chang K. |
Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Zinsparität | Interest rate parity | Theorie | Theory | Schätzung | Estimation | Deutsche Mark | Yen | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc | Währung | Currency | Kanadisch | Canadian | USA | United States | 1960-1990 |
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