Review of World Economics

, Volume 137, Issue 4, pp 737–750 | Cite as

Nonlinear error correction in spot and forward exchange rates

  • David G. McMillan
  • Angela J. Black
Shorter Papers & Comments


Exchange Rate Unit Root Test Threshold Model Forward Rate Spot Rate 
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Copyright information

© Institut fur Weltwirtschaft an der Universitat Kiel 2001

Authors and Affiliations

  • David G. McMillan
  • Angela J. Black

There are no affiliations available

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