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A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES
Author(s) -
TAYLOR MARK P.
Publication year - 1988
Publication title -
the manchester school
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.361
H-Index - 42
eISSN - 1467-9957
pISSN - 1463-6786
DOI - 10.1111/j.1467-9957.1988.tb01318.x
Subject(s) - constructive , citation , economics , history , sociology , law , political science , computer science , process (computing) , operating system