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Regime-switching behavior of the term structure of forward markets / Elena Tchernykh, William H. Branson
Author:
Tchernykh, Elena
Published:
Cambridge, Mass. : National Bureau of Economic Research, [2005]
Copyright Date:
©2005
Physical Description:
26 pages : illustrations ; 22 cm.
Additional Creators:
Branson, William H.
and
National Bureau of Economic Research
Online Version
www.nber.org
, access online version
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Series:
Working paper series (National Bureau of Economic Research) ; working paper no. 11517
Subject(s):
Finance
—
Econometric models
Foreign exchange rates
—
China
—
Hong Kong
Foreign exchange rates
—
Philippines
Fiscal policy
Note:
"July 2005."
Bibliography Note:
Includes bibliographical references (pages 16-17).
View MARC record
| catkey: 2998218