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Foreign exchange rates : A multiple currency and maturity analysis

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Author Info
Havenner, Arthur
Modjtahedi, Bagher
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File URL: http://www.sciencedirect.com/science/article/B6VC0-45826R7-N/2/ab12bb4170fa70fee2fba27fe77835f1
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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 37 (1988)
Issue (Month): 2 (February)
Pages: 251-264
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Handle: RePEc:eee:econom:v:37:y:1988:i:2:p:251-264

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  2. Shang-Jin Wei & Jeffrey A. Frankel, 1991. "Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?," NBER Working Papers 3910, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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