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The information content of the forward premium and the forward forecast error

Journal of Multinational Financial Management, 8(4): 381--391, 1998.
Authors: G. Koutmos
URL: http://www.sciencedirect.com/science/article/B6VGV-3V8S4MP-2/1/e21feb9a4ad9e77d52a233d1b955c972
Tags: Cointegration
| URL | BibTeX  
@article{Koutmos1998,
title = {The information content of the forward premium and the forward forecast error},
author = {G. Koutmos},
journal = {Journal of Multinational Financial Management},
month = {Nov},
number = {4},
pages = {381--391},
url = {http://www.sciencedirect.com/science/article/B6VGV-3V8S4MP-2/1/e21feb9a4ad9e77d52a233d1b955c972},
volume = {8},
year = {1998},
keywords = {Cointegration }
}