The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Year of publication: |
1993
|
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Authors: | Clarida, Richard H. ; Taylor, Mark P. |
Publisher: |
London : Centre for Economic Policy Researchh |
Subject: | Theorie | Theory | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Schätzung | Estimation | US-Dollar | US dollar | Deutschland | Germany | Japan | Großbritannien | United Kingdom | Devisenmarkt | Foreign exchange market |
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Clarida, Richard H., (1993)
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