Affine models of currency pricing
By: David Backus, Silverio Foresi, Chris Telmer.
Contributors: Foresi, Silverio.; Telmer, Chris I.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5623; Working paper series (National Bureau of Economic Research) -- working paper no. 5623.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 40
Subjects: Foreign exchange rates -- Econometric models.; Interest rates -- Econometric models.
Other titles: Currency pricing
Notes: "June 1996."

Includes bibliographical references (p. 34-36).

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