Expectations and forecasting in the US dollar/British pound market

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Goss, Barry A, Avsar, S. Gulay and Fry, Jane M (1997) Expectations and forecasting in the US dollar/British pound market. Technical Report. Victoria University of Technology. Department of Computer and Mathematical Sciences, Footscray, Vic.

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Item type Monograph (Technical Report)
URI https://vuir.vu.edu.au/id/eprint/25706
DOI 80 ECON 4
Subjects Historical > FOR Classification > 1403 Econometrics
Historical > Faculty/School/Research Centre/Department > School of Engineering and Science
Keywords forecasting exchange rates, spot market, futures market, short hedgers, rational expectations hypothesis, REH
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