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An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates: Example of CZK/USD and CZK/EUR

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F17%3A00050549" target="_blank" >RIV/61384399:31110/17:00050549 - isvavai.cz</a>

  • Alternative codes found

    RIV/61384399:31140/17:00050549

  • Result on the web

    <a href="http://journal.fsv.cuni.cz/storage/1385_199_-_220_mandel_arlt_final_issue_03_2017.pdf" target="_blank" >http://journal.fsv.cuni.cz/storage/1385_199_-_220_mandel_arlt_final_issue_03_2017.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates: Example of CZK/USD and CZK/EUR

  • Original language description

    Main topics of the document: forward and spot exchange rates; unbiasedness hypothesis; co-integration; exogeneity

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Finance a úvěr

  • ISSN

    0015-1920

  • e-ISSN

  • Volume of the periodical

    67

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    22

  • Pages from-to

    199-220

  • UT code for WoS article

    000406031900002

  • EID of the result in the Scopus database

    2-s2.0-85021401232