Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876 - 1914
John Komlos and Marc Flandreau
| Year of publication: |
2002
|
|---|---|
| Authors: | Komlos, John ; Flandreau, Marc |
| Publisher: |
München : Volkswirtschaftliche Fak. der Ludwig-Maximilians-Univ. |
| Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Goldstandard | Gold standard | Wechselkurs | Exchange rate | Schätzung | Estimation | Österreich-Ungarn | Austria-Hungary | Deutschland (bis 1945) | Germany (until 1945) | Devisenmarkt | ARIMA-Modell | Geschichte 1876-1914 | 1876-1914 |
freely available
| Extent: | 13 S graph. Darst 21 cm |
|---|---|
| Series: | Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers. - München : Univ., ZDB-ID 1174590-3. - Vol. 02-04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | F31 - Foreign Exchange ; N32 - U.S.; Canada: 1913- |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013428528