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From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate?
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Hillman, Robert and Salmon, Mark H. (1999) From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.12).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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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 |
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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 | ||||
Official Date: | 15 December 1999 | ||||
Dates: |
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Volume: | Vol.1999 | ||||
Number: | No.12 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) |
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