Nonlinearity as an explanation of the forward exchange rate anomaly
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- Derek Bond & Michael Harrison & Niall Hession & Edward O'Brien, 2010. "Nonlinearity as an explanation of the forward exchange rate anomaly," Applied Economics Letters, Taylor & Francis Journals, vol. 17(13), pages 1237-1239.
References listed on IDEAS
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More about this item
KeywordsForward exchange rate anomaly; Nonlinearity; Random field regression; Foreign exchange; Nonlinear theories; Random fields;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-21 (All new papers)
- NEP-CBA-2008-08-21 (Central Banking)
- NEP-IFN-2008-08-21 (International Finance)
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