Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914
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Other versions of this item:
- John Komlos & Marc Flandreau, 2006. "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914," Historical Social Research (Section 'Cliometrics'), Association Française de Cliométrie (AFC), vol. 31(3), pages 253-262.
- John Komlos & Marc Flandreau, 2003. "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market : Austria-Hungary, 1876-1914," Working Papers hal-01065037, HAL.
- John Komlos & Marc Flandreau, 2003. "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market : Austria-Hungary, 1876-1914," Sciences Po publications n°2002-04, Sciences Po.
More about this item
Keywordsexchange rate; gold standard; ARIMA; efficiency;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-FOR-2006-11-25 (Forecasting)
- NEP-HIS-2006-11-25 (Business, Economic & Financial History)
- NEP-IFN-2006-11-25 (International Finance)
- NEP-MON-2006-11-25 (Monetary Economics)
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