The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Richard H. Clarida and Mark P. Taylor
| Year of publication: |
1997
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|---|---|
| Authors: | Clarida, Richard H. |
| Other Persons: | Taylor, Mark P. (contributor) |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 79.1997, 3, p. 353-361
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| Subject: | Währungsderivat | Currency derivative | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | US-Dollar | US dollar | Deutschland | Germany | Großbritannien | United Kingdom | Japan | 1977-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001225777