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Long memory and structural changes in the forward discount: An empirical investigation

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  • Choi, Kyongwook
  • Zivot, Eric

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  • Choi, Kyongwook & Zivot, Eric, 2007. "Long memory and structural changes in the forward discount: An empirical investigation," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 342-363, April.
    • Handle: RePEc:eee:jimfin:v:26:y:2007:i:3:p:342-363
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