Forecasting the spot exchange rate with the term structure of forward premia : multivariate threshold cointegration /
Tol, Michel R. van
Wolff, Christiaan Cornelis Petrus,1959-
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2005.
Title from caption.
"Financial economics"--Cover.
"March 2005."
Includes bibliographical references.
Foreign exchange rates
Foreign exchange futures.