SPOT AND FORWARD RATES IN A STOCHASTIC-MODEL OF THE FOREIGN-EXCHANGE MARKET

被引：7

作者：

DRISKILL, R ^{[1
]}

MCCAFFERTY, S ^{[1
]}

机构：

[1] OHIO STATE UNIV, COLUMBUS, OH 43210 USA

来源：

关键词：

D O I：

10.1016/0022-1996(82)90043-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：313 / 331

页数：19

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DRISKILL, R ;

MCCAFFERTY, S .

[6]

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[7]

FRANKEL JA, 1979, AM ECON REV, V69, P610

[8] TESTS OF RATIONAL-EXPECTATIONS IN THE FORWARD EXCHANGE MARKET [J].

FRANKEL, JA .

[9] DIVERSIFIABILITY OF EXCHANGE RISK [J].

FRANKEL, JA .

[10]

FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924