✦ LIBER ✦

Spread and volatility in spot and forward exchange rates

✍ Scribed by Tae-Hwy Lee

Book ID: 116116586
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 739 KB
Volume: 13
Category: Article
ISSN: 0261-5606
DOI: 10.1016/0261-5606(94)90034-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Spot and forward volatility in foreign e

Spot and forward volatility in foreign exchange

✍ Pasquale Della Corte; Lucio Sarno; Ilias Tsiakas 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 552 KB

Spot rates, forward rates and exchange m

Spot rates, forward rates and exchange market efficiency

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

Nonlinear error correction in spot and f

Nonlinear error correction in spot and forward exchange rates

✍ David G. McMillan; Angela J. Black 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 687 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

Cointegration and forward and spot excha

Cointegration and forward and spot exchange rate regressions

✍ Eric Zivot 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 232 KB