Tests of three parity conditions
Subtitle: distinguishing risk premia and systematic forecast errors
By: Richard C. Marston.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4923; Working paper series (National Bureau of Economic Research) -- working paper no. 4923.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: International finance -- Mathematical models.; Foreign exchange -- Mathematical models.
Notes: "November 1994."

Includes bibliographical references (p. [28-30]).

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