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Expectations and forecasting in the US dollar/British pound market

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)
Uncontrolled Keywords: forecasting exchange rates, spot market, futures market, short hedgers, rational expectations hypothesis, REH
Subjects: FOR Classification > 1403 Econometrics
Faculty/School/Research Centre/Department > School of Engineering and Science
Depositing User: VUIR
Date Deposited: 11 Dec 2014 04:36
Last Modified: 16 Dec 2014 03:53
URI: http://vuir.vu.edu.au/id/eprint/25706
DOI: 80 ECON 4
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