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Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914
Komlos, John; Flandreau, Marc - 2006
We explore the efficiency of the forward Reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...
Persistent link: https://www.econbiz.de/10010439381
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Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914
Komlos, John; Flandreau, Marc - 2002
We explore the efficiency of the forward reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...
Persistent link: https://www.econbiz.de/10010440957
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Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876 - 1914
Komlos, John; Flandreau, Marc - 2002
Persistent link: https://www.econbiz.de/10013428528
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The rise and fall of a barbarous relic : the role of gold in the international monetary system
Bordo, Michael D.; Eichengreen, Barry - 1998
Persistent link: https://www.econbiz.de/10000659267
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The gold standard and the Great Depression
Eichengreen, Barry; Temin, Peter - 1997
Persistent link: https://www.econbiz.de/10000630942
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Implications of the Great Depression for the development of the international monetary system
Bordo, Michael D.; Eichengreen, Barry - 1997
Persistent link: https://www.econbiz.de/10000619660
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The making of global finance 1880 - 1913
Flandreau, Marc; Zumer, Frédéric - 2004
Persistent link: https://www.econbiz.de/10002085301
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Still fettered after all these years
Eichengreen, Barry - 2002
Persistent link: https://www.econbiz.de/10001708448
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The slide to protectionism in the Great Depression : who succumbed and why?
Eichengreen, Barry; Irwin, Douglas A. - 2009
Persistent link: https://www.econbiz.de/10003861112
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Current account reversals : always a problem?
Eichengreen, Barry; Adalet, Muge - 2005
Persistent link: https://www.econbiz.de/10003136412