مرکز منطقه ای اطلاع رساني علوم و فناوري - Cointegration and forward and spot exchange rate regressions

Title of article :

Cointegration and forward and spot exchange rate regressions

Author/Authors :

Eric Zivot، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

785

To page :

812

Keywords :

Forward rate unbiasedness hypothesis , Weak exogeneity , Exchange rates , Cointegration

Journal title :

Journal of International Money and Finance

Serial Year :

2000

Journal title :

Journal of International Money and Finance

Record number :

191264

Link To Document :