Regime-switching behavior of the term structure of forward markets
By: Elena Tchernykh, William H. Branson.
Contributors: Branson, William H.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11517.; Working paper series (National Bureau of Economic Research) -- working paper no. 11517.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 26
Subjects: Finance -- Econometric models; Foreign exchange rates -- China -- Hong Kong; Foreign exchange rates -- Philippines; Fiscal policy
Notes: "July 2005."

Includes bibliographical references (p. 16-17).