Nonlinear error correction in spot and forward exchange rates

Angela J Black, D. McMillan

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)737-750
Number of pages13
JournalWeltwirtschaftliches Archiv
Volume137
Issue number4
DOIs
Publication statusPublished - 2001

Keywords

  • noise
  • equilibrium
  • adjustment
  • markets

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