Why does the spot-forward discount fail to predict changes in future spot rates?
Charles A. E. Goodhart, Patrick C. McMahon and Yerima L. Ngama
| Year of publication: |
1997
|
|---|---|
| Authors: | Goodhart, Charles A. E. |
| Other Persons: | McMahon, Patrick C. (contributor) ; Ngama, Yerima Lawan (contributor) |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 2.1997, 2, p. 121-129
|
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World | 1975-1987 |
| 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://www.econbiz.de/10001227652