✦ LIBER ✦

Nonlinear error correction in spot and forward exchange rates

✍ Scribed by David G. McMillan; Angela J. Black

Book ID: 110644027
Publisher: Springer-Verlag
Year: 2001
Tongue: English
Weight: 687 KB
Volume: 137
Category: Article
ISSN: 1610-2878
DOI: 10.1007/bf02707431

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Spot rates, forward rates and exchange m

Spot rates, forward rates and exchange market efficiency

✍ Bradford Cornell 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 569 KB

Spread and volatility in spot and forwar

Spread and volatility in spot and forward exchange rates

✍ Tae-Hwy Lee 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 739 KB

Spot and Forward Exchange Rates: A Causa

Spot and Forward Exchange Rates: A Causality Analysis

✍ Jeffrey L. Callen; M. W. Luke Chan; Clarence C. Y. Kwan 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 642 KB

Understanding spot and forward exchange

Understanding spot and forward exchange rate regressions

✍ Weike Hai; Nelson C. Mark; Yangru Wu 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Using the Kalman ®lter, we obtain maximum likelihood estimates of a permanent±transitory components model for log spot and forward dollar prices of the pound, the franc, and the yen. This simple parametric model is useful in understanding why the forward rate may be an unbiased predictor of the futu

Smooth-transition error-correction in ex

Smooth-transition error-correction in exchange rates

✍ David G. McMillan 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 139 KB

Common stochastic trends between forward

Common stochastic trends between forward and spot exchange rates

✍ K.B Luintel; K Paudyal 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 308 KB