Open AccessThe Modern Theory of Forward Foreign Exchange: Some New Consistent Estimates Under Rational Expectations
Author(s) -
Thomas C. Glaessner
Publication year - 1982
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1982.206
Subject(s) - estimator , rational expectations , econometrics , term (time) , standard error , series (stratigraphy) , mathematics , autocorrelation , variable (mathematics) , forward rate , conditional expectation , disturbance (geology) , conjunction (astronomy) , statistics , mathematical economics , mathematical analysis , geology , paleontology , physics , quantum mechanics , astronomy