The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach
- 1 May 1988
- journal article
- Published by JSTOR in Journal of Money, Credit and Banking
- Vol. 20 (2) , 212
- https://doi.org/10.2307/1992112
Abstract
No abstract availableKeywords
This publication has 0 references indexed in Scilit: