مرکز منطقه ای اطلاع رساني علوم و فناوري - Common stochastic trends between forward and spot exchange rates

Title of article :

Common stochastic trends between forward and spot exchange rates

Author/Authors :

K. B. Luintel، نويسنده , , K. Paudyal، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

279

To page :

297

Keywords :

Spot rare , Forward rare , Risk premium , cointegration

Journal title :

Journal of International Money and Finance

Serial Year :

1998

Journal title :

Journal of International Money and Finance

Record number :

191146

Link To Document :