Smooth-transition error-correction in exchange rates

North American Journal of Economics and Finance

Volumn 16, Issue 2, 2005, Pages 217-232

  McMillan, David G ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Forecasting; Smooth transition error correction; Spot and forward exchange rates

Indexed keywords

EID: 23444458198     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2003.09.001     Document Type: Article

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