Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests (Q1410504)
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scientific article; zbMATH DE number 1992809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests |
scientific article; zbMATH DE number 1992809 |
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Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests (English)
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14 October 2003
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forward and spot rates
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rolling cointegration tests
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market efficiency
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predictability
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structural break
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