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Forecasting the spot exchange rate with the term structure of forward premia : multivariate threshold cointegration
- Author / Creator
- Available as
- Online
Details
- Creator
- Michel R. van Tol, Christian C. Wolff
- Format
- Books
- Language
- English
- Contributors
- Publication
-
- London : Centre for Economic Policy Research, 2005
- Physical Details
-
- 24 pages : illustrations ; 21 cm
- OCLC
- ocm60599554
- "March 2005."
- Includes bibliographical references (pages 23-24).
- Also available from the CEPR World Wide Web site (www.cepr.org).