Non-linear error correction in spot and forward exchange rates
By: David G. McMillan and Angela J. Black.
Contributors: Black, Angela.; University of St Andrews. Department of Economics.; University of St Andrews. Centre for Research into Industry, Enterprise, Finance and the Firm.
Series: Discussion paper series / University of St. Andrews, Department of Economics/Centre for Research into Industry, Enterprise, Finance and the Firm -- no. 0103; Discussion paper series (University of St. Andrews. Department of Economics/Centre for Research into Industry, Enterprise, Finance and the Firm) -- no. 0103.
Publisher: St. Salvator's College
Published: 2001
Place of publication: St. Andrews
Language: eng
Number of pages: 10
Notes: Includes bibliographichal references.