Non-Linear Error-Correction in Spot and Forward Exchange Rates

David Gordon McMillan, Angela Black

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	737-750
Number of pages	14
Journal	Weltwirtschaftliches Archiv
Volume	137
Publication status	Published - 2001

Keywords

@article{28e2780a1bad402bb6dd125cd8ddd283,

title = "Non-Linear Error-Correction in Spot and Forward Exchange Rates",

keywords = "NOISE, EQUILIBRIUM, ADJUSTMENT, MARKETS",

author = "McMillan, {David Gordon} and Angela Black",

year = "2001",

language = "English",

volume = "137",

pages = "737--750",

journal = "Weltwirtschaftliches Archiv",

publisher = "Springer-Verlag",

}