Predicting spot exchange rates in a nonlinear estimation framework using futures prices Article

Parhizgari, AM, DeBoyrie, ME. (1997). Predicting spot exchange rates in a nonlinear estimation framework using futures prices . Journal of Futures Markets, The, 17(8), 935-956. 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M

keywords

  • Business & Economics
  • Business, Finance
  • COINTEGRATION
  • LOCALLY WEIGHTED REGRESSION
  • MARKET-EFFICIENCY
  • MONETARY
  • RANDOM-WALK
  • RATE FORECASTS
  • RATE MODELS
  • RATIONAL-EXPECTATIONS
  • Social Sciences
  • TESTS
  • TREASURY-BILL FUTURES

start page

  • 935

end page

  • 956

volume

  • 17

issue

  • 8