From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate?
Hillman, Robert and Salmon, Mark H. (Mark Howard), 1949- (1999) From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate? Working Paper. Warwick Business School Financial Econometrics Research Centre, University of Warwick.
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||H Social Sciences > HG Finance|
|Divisions:||Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre
Faculty of Social Sciences > Warwick Business School
|Library of Congress Subject Headings (LCSH):||Foreign exchange rates -- Econometric models, Autoregression (Statistics), Mark, German, Dollar, American|
|Series Name:||Working Papers Series|
|Publisher:||Warwick Business School Financial Econometrics Research Centre|
|Place of Publication:||University of Warwick|
|Date:||15 December 1999|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
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