Forecasting the spot exchange rate with the term structure of forward premia: multivariate threshold cointegration
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Centre for Economic Policy Research
2005
|
| Schriftenreihe: | Discussion paper series / Centre for Economic Policy Research
4958 : Financial economics |
| Beschreibung: | 24 S. 22 cm |
Internformat
MARC
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| 245 | 1 | 0 | |a Forecasting the spot exchange rate with the term structure of forward premia |b multivariate threshold cointegration |c Michel R. van Tol and Christian C. Wolff |
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| 490 | 1 | |a Discussion paper series / Centre for Economic Policy Research |v 4958 : Financial economics | |
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Datensatz im Suchindex
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| author | Tol, Michel R. van 1975- Wolff, Christiaan Cornelis Petrus 1959- |
| author_GND | (DE-588)130421383 (DE-588)124794432 |
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| building | Verbundindex |
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| index_date | 2024-07-02T22:37:53Z |
| indexdate | 2024-07-09T21:24:32Z |
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| spelling | Tol, Michel R. van 1975- Verfasser (DE-588)130421383 aut Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration Michel R. van Tol and Christian C. Wolff London Centre for Economic Policy Research 2005 24 S. 22 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 4958 : Financial economics Wolff, Christiaan Cornelis Petrus 1959- Verfasser (DE-588)124794432 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London> Discussion paper 4958 (DE-604)BV023545932 4958 |
| spellingShingle | Tol, Michel R. van 1975- Wolff, Christiaan Cornelis Petrus 1959- Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title_auth | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title_exact_search | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title_exact_search_txtP | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title_full | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration Michel R. van Tol and Christian C. Wolff |
| title_fullStr | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration Michel R. van Tol and Christian C. Wolff |
| title_full_unstemmed | Forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration Michel R. van Tol and Christian C. Wolff |
| title_short | Forecasting the spot exchange rate with the term structure of forward premia |
| title_sort | forecasting the spot exchange rate with the term structure of forward premia multivariate threshold cointegration |
| title_sub | multivariate threshold cointegration |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT tolmichelrvan forecastingthespotexchangeratewiththetermstructureofforwardpremiamultivariatethresholdcointegration AT wolffchristiaancornelispetrus forecastingthespotexchangeratewiththetermstructureofforwardpremiamultivariatethresholdcointegration |